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May 11, 2025
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2017-2018 Graduate Catalog [ARCHIVED CATALOG]
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FSAN 820 - Foundation of Optimization (3cr.) Credit(s): 3
FOUNDATIONS OF OPTIMIZATION
Component: Lecture
Concept of optimization, convex set, convex function, unconstrained optimization, convex optimization problems, including least-squares, linear, and quadratic optimization, duality theory, sensitivity analysis. Modeling of more advanced optimization techniques including integer programming, geometric and semidefinite programming, and convex relaxations.
Allowed Units: 3 Grading Basis: Student Option
PREREQ: First course on linear algebra and calculus.
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