WClasses

CO 666 - Continuous Optimization

Numerical algorithms for nonlinear optimization. Newton, variable-metric, quasi-Newton and conjugate gradient methods. Obtaining derivatives. Convexity. Trust region methods. Constrained optimization including optimality conditions, sequential quadratic programming, interior point and active set strategies.

Prerequisites

Corequisites

None

Antirequisites

None

Offerings

Fall 2025 [1259]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6789	5 / 15	16:00 - 17:20	T,Th

Fall 2023 [1239]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6705	3 / 20	16:00 - 17:20	T,Th

Fall 2022 [1229]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7925	0 / 10

Fall 2021 [1219]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	10336	5 / 10	10:00 - 11:20	M,W	MC 4060	Henry Wolkowicz

Fall 2020 [1209]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	8438	7 / 20				Levent Tuncel

Fall 2018 [1189]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7932	13 / 25	16:00 - 17:20	T,Th	DWE 3522A	Levent Tuncel

Fall 2016 [1169]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7529	18 / 25	13:30 - 14:20	M,W,F	MC 4064	Stephen Vavasis

Winter 2015 [1151]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6270	5 / 25	13:00 - 14:20	T,Th	DWE 1515	Thomas Frederick Coleman

Winter 2014 [1141]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7734	18 / 25	13:00 - 14:20	T,Th	MC 4041	Thomas Frederick Coleman

Winter 2012 [1121]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7618	8 / 20	12:30 - 13:20	M,W,F	MC 1085	Henry Wolkowicz

Winter 2010 [1101]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4946	6 / 15	09:30 - 10:20	M,W,F	DWE 3522	Stephen Vavasis

Winter 2009 [1091]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4154	13 / 15	09:30 - 10:20	M,W,F	MC 4064	Henry Wolkowicz

Winter 2008 [1081]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3316	7 / 15	09:30 - 10:20	M,W,F	MC 4042	Stephen Vavasis

Winter 2007 [1071]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3249	9 / 15	13:00 - 14:20	T,Th	MC 4064	Stephen Vavasis

Winter 2006 [1061]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3120	9 / 30	13:00 - 14:20	T,Th,R,C,H		Henry Wolkowicz

Winter 2005 [1051]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3057	16 / 30	13:00 - 14:20	T,Th,M,C		Henry Wolkowicz

Winter 2004 [1041]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	2902	11 / 20	13:00 - 14:20	T,Th,M,C		Henry Wolkowicz

Winter 2003 [1031]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1334	6 / 20	14:30 - 15:50	T,Th,M,C		Henry Wolkowicz

Winter 2002 [1021]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4288	8 / 20	12:30 - 13:20	M,W,F,M,C		Michael J Best