ISyE 727: Nonsmooth Optimization

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ISyE 727 - Nonsmooth Optimization

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Catalog Description: 727 Nonsmooth Optimization. (Crosslisted with Ind Engr 727.) Alt Yrs; 3cr. Methods for handling nondifferentiable functions occurring inoptimization. Convex functions: conjugacy, Fenchel-Rockafellar duality, monotone operators and subdifferentials. Nonconvex functions: variational principles, generalized gradients, subdifferentials, epigraph methods. Algorithms. Applications to operations research and related areas. P:Math 522 and Math 340 or cons inst.
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Copyright 2007 The Board of Regents of the University of Wisconsin System
Date last modified: 28-Dec-2007
Content by: prpeters@engr.wisc.edu
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