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May 06, 2024
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2020-2021 Graduate Catalog [ARCHIVED CATALOG]
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MATH 529 - Fundamentals of OptimizationCredit(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
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