MATH 529 - Fundamentals of Optimization

Credit(s): 3

FUNDAMENTALS OF OPTIMIZATION
Component: Lecture
Maximization and minimization of functions of finitely many variables subject to constraints. Basic problem types and examples of applications; linear, convex, smooth, and non-smooth programming. Optimality conditions. Saddle points and dual problems. Penalties and decomposition. Overview of computational approaches.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: Linear algebra (MATH349 or equivalent) and vector calculus (Math 243 or equivalent).

Course Typically Offered: Spring