Instructor Fall 2019: Xiao-Chuan Cai
System of nonlinear equations
Linear and nonlinear conjugate gradient methods
Nonlinearly preconditioned Newton methods
Nonlinear least-squares problems
Basic optimization algorithms in supervised and unsupervised learning
Quadratic and sequential quadratic programming
CSCI 3656 or CSCI 5606, and three semesters of calculus, or consent of instructor.
Jorge Nocedal and Stephen J. Wright, Numerical Optimization, 2nd edition, 2006, Springer.
Homework 60%, Final presentation 40%.