21-690 Methods of Optimization

12 units, Carnegie Mellon University

An introduction to the theory and algorithms of linear and nonlinear programming with an emphasis on modern computational considerations. The simplex method and its variants, duality theory and sensitivity analysis. Large-scale linear programming. Optimality conditions for unconstrained nonlinear optimization. Newton's method, line searches, trust regions and convergence rates. Constrained problems, feasible-point methods, penalty and barrier methods, interior-point methods. (Three 50 minute lectures)

Prerequisites: (21-356 (min B) or 21-236 (min B) or 21-456 (min B)) and (21-373 (min B) or 21-237 (min B))

Offered: Spring 2027, Spring 2026

Courseweave needs JavaScript to show sections, workloads and planning tools.