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MATH 515 A: Fundamentals Of Optimization

  • Winter 2016
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Meeting Time: 
MWF 9:30am - 10:20am
Location: 
SIG 230
SLN: 
17007
Joint Sections: 
AMATH 515 A, IND E 515 A
Instructor:
Aleksandr Aravkin
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Catalog Description: 
Maximization and minimization of functions of finitely many variables subject to constraints. Basic problem types and examples of applications; linear, convex, smooth, and nonsmooth programming. Optimality conditions. Saddlepoints and dual problems. Penalties, decomposition. Overview of computational approaches. Prerequisite: linear algebra and advanced calculus. Offered: jointly with AMATH 515/IND E 515.
Credits: 
5.0
Status: 
Active
Last updated: 
January 10, 2018 - 9:53pm
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