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May 04, 2024
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MATH 6367 - Optimization and Variational MethodsCr. 3 per semester. (3-0) Prerequisite: MATH 4331 and MATH 4377, or consent of instructor. Constrained and unconstrained finite dimensional nonlinear programming, optimization and Euler-Lagrange equations, duality, and numerical methods. Optimization in Hilbert spaces and variational problems. Euler-Lagrange equations and theory of the second variation. Application to integral and differential equations.
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