Computational science, engineering and applied mathematics face a growing need to develop algorithms, methods, and simulation codes that solve difficult and large scale problems. Solutions are desired that can provide designs, controls, and inversion results for the best choice of input parameters. Numerical optimization algorithms can provide computer scientist, engineers and mathematicians an avenue to the most desirable solution, automate the execution, and achieve efficient convergence rates.
This course is designed for graduate students majoring in mathematics as well as mathematically inclined graduate engineering students. At the end of this course, the student will: