MATH 529 - Fundamentals of Optimization

Credit(s): 3

FUNDAMENTALS OF OPTIMIZATION
Component: Lecture
Constrained and unconstrained optimization of functions of finitely many variables. Basic problem types and examples of applications; linear and nonlinear programming. Optimality conditions. Convexity, saddle points and dual problems. Penalty methods. Includes computational approaches.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: CISC 106, MATH 243, and MATH349 or MATH 351.

Course Typically Offered: Fall