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Mathematics 784: Nonlinear Equations and Optimization
Spring term, 2011, 11:45--1:00, SAS 2106
Instructor: C. T. Kelley , SAS 3234, 515-7163, Tim_Kelley@ncsu.edu

This course (see the syllabus or course web page ) is about numerical methods for nonlinear equations and optimization including Newton's method and quasi-Newton methods for nonlinear equations and unconstrained minimization problems, globally convergent modifications of Newton's method, and implementation issues. The course is a mix of analysis and computation and will be of interest to students in mathematics, engineering, and the sciences.

The texts are

C. T. Kelley, Iterative Methods for Optimization , number 18 in Frontiers in Applied Mathematics, SIAM, Philadelphia, 1999.

C. T. Kelley, Iterative Methods for Linear and Nonlinear Equations, number 16 in Frontiers in Applied Mathematics, SIAM, Philadelphia, 1995.

The prerequisites are MA 580, good FORTRAN, C, or MATLAB programming skills, and a knowledge of advanced calculus at the level of MA 511 or MA 512. The course grade will be determined by homework, programming assignments, and a hour long presentation to the class.

The course policies are explained in detail in the house rules .