APM462H1
UTSGNonlinear Optimization
An introduction to first and second order conditions for finite and infinite dimensional optimization problems with mention of available software. Topics include Lagrange multipliers, Kuhn-Tucker conditions, convexity and calculus of variations. Basic numerical search methods and software packages which implement them will be discussed.
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Reviews (2)
I took APM462 with Korman last semester. We have an assignment every two weeks and each assignment has 6-9 questions (generally only 2-3 questions would be graded). Some of the questions are easy if you go to lectures and take notes, but the others are difficult. So be prepared for spending at least 6 hours on each assignment. The final was pretty difficult since there were several proof questions. Overall APM462 is a doable course, and Korman is a good lecturer, except that he doesn't write reference letters for students.