Dr. Mohammed Alshahrani

<aside> 💡 Unconstrained optimization algorithms: line search, trust region, conjugate gradient, quasi-newton methods. Large scaled problems. Least square problems. Linear programming algorithms: the simplex method, the interior point method. Automatic differentiation. Constrained optimization algorithms: penalty and augmented Lagrangian methods, quadratic programming methods.

Prerequisite: Graduate Standing (Undergraduate Analysis and Linear Algebra)

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Syllabus

Textbook/References

[Office hours](https://mshahrani.notion.site/Office-hours-55684340c6c24d22b63d4a090d5b3bb4)

📊 Grading Policy

Homework (20%)

Presentations (30%)

Project (50%)



🗓 Course Schedule