STAT 603 - Vector Spaces and Optimization (3cr.)

Credit(s): 3

VECTOR SPACES & OPTIMIZATION
Component: Lecture
Bases, linear transformations, subspaces, projection theorem, least squares, eigenvalues, eigenvectors, matrix factorizations. Quadratic programming, convexity, duality, Karash-Kuhn-Tucker conditions, constraints, sequential quadratic programming. Linear programming, simplex method, interior point methods. Examples taken from maximum likelihood estimation, robust and ridge regression, resource allocation, transportation problems.
Allowed Units: 3 Grading Basis: Student Option
PREREQ: MATH243 and MATH349