Oct 17, 2026  
2026-2027 University Catalog 
    
2026-2027 University Catalog

CS 52000 - Computational Methods In Optimization


Credit Hours: 3.00.  A treatment of numerical algorithms and software for optimization problems with a secondary emphasis on linear and nonlinear systems of equations: unconstrained and constrained optimization; line search methods; trust region methods; Quasi-Newton methods; linear programming; calculating derivatives; quadratic programming; global optimization, including simulated annealing.
Learning Outcomes
1.  Understand why optimization is so hard.  
2.  Learn to convert written descriptions into optimization problems.  
3.  Learn to solve optimization problems using black-box software.  
4.  Understand many of the fundamental optimization algorithms, such as quasi-newton methods and linear programming.  
5.  Learn about constrained optimization.  
6.  Understand why convex optimization is an important development.
Credit Hours: 3.00