Numerical Optimization


Stanford School of Engineering



The strategic application of algorithm principles towards linear and nonlinear problems is needed to effectively optimize software in industry. Specific computational methodology will be used to solve these problems within a practical and theoretical context.

Learn to solve real world problems using the power of mathematical algorithm properties.

Topics Include

  • Linear programming
  • Quadratic programming
  • Global optimization
  • Solution of nonlinear equations
  • General linearly and nonlinearly constrained optimization


  • Homework (4)
  • Project
  • Final Exam

The project will involve coding an optimization algorithm. Students also have the option to define their project.


Background in analysis and numerical linear algebra

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