MATH 62264/72264: Numerical Solution of Nonlinear Systems

Many problems in Science and Engineering can be formulated as systems of nonlinear equations or as optimization problems. The course presents the mathematical foundation for state-of-the-art techniques for the solution of systems of nonlinear equations and of optimization problems. The implementation of the methods on computers will also be discussed, and numerical experiments in MATLAB will provide valuable hands-on experience. Applications to neural network and machine learning will be described.