EEGR 626 - Optimization/Numerical Methods

Three hours.
3 Credits

This course investigates classical deterministic optimization techniques and stochastic optimization techniques. The classical techniques will include linear and non-linear programming, steepest descent, and Newton-Raphson methods. Stochastic methods will include Robbins-Monro gradient-based stochastic approximation and the simultaneous perturbation stochastic approximation algorithms.

Prerequisite(s) None
Co-Requisite(s) None
Offered FALL OR SPRING