Babes-Bolyai University of Cluj-Napoca
Faculty of Mathematics and Computer Science
Study Cycle: Graduate

SUBJECT

Code
Subject
MMA0009 Nonlinear Optimization
Section
Semester
Hours: C+S+L
Category
Type
Applied Mathematics
6
2+2+0
speciality
compulsory
Teaching Staff in Charge
Prof. MURESAN Marian, Ph.D.,  mmarianmath.ubbcluj.ro
Aims
Students should be familiar with both theoretical foundation and numerical methods for solving unconstrained or constrained nonlinear mathematical programming problems, which arise in applied mathematics.
Content
Convex analysis on the n-dimensional Euclidean space; properties of the minimum points of convex and generalized convex functions. Constrained optimization problems. Necessary and sufficient optimality conditions. Saddle point theorems. Duality of optimization problems.
Numerical methods for solving nonlinear optimization problems: unidimensional optimization methods, descent methods for unconstrained optimization problems, penalty and barier methods for constrained optimization problems, other specifical methods for special classes of optimization problems.
References
1. BOYD, S., VANDENBERGHE, L.: Convex Optimization. Cambridge University Press, Cambridge, 2004.
2. BRECKNER, B.E., POPOVICI, N.: Probleme de analiza convexa in R^n. Casa Cartii de Stiinta, Cluj-Napoca, 2003.
3. BRECKNER, B.E., POPOVICI, N.: Probleme de cercetare operationala. Editura EFES, Cluj-Napoca, 2006.
4. BRECKNER, W. W.: Cercetare operationala. Lito. Univ. "Babes-Bolyai", Cluj, 1981.
5. BRECKNER, W. W., Duca, D.: Culegere de probleme de cercetare operationala. Lito. Univ. "Babes-Bolyai", Cluj, 1983.
6. JAHN, J.: Introduction to the Theory of Nonlinear Optimization. Springer, Berlin, 1994.
7. KARMANOV, V.: Programmation mathematique. Editions Mir, Moscou, 1977.
8. KOSMOL, P.: Optimierung und Approximation. Walter de Gruyter & Co., Berlin, 1991.
9. STEFANESCU, A., ZIDAROIU, C.: Cercetari operationale. Editura Didactica si Pedagogica, Bucuresti, 1981.
Assessment
Written and oral exam.
Links: Syllabus for all subjects
Romanian version for this subject
Rtf format for this subject