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MATH 515 A: Optimization: Fundamentals and Applications

Meeting Time: 
MW 9:00am - 10:20am
Location: 
CMU 120
SLN: 
17107
Joint Sections: 
AMATH 515 B, AMATH 515 A, IND E 515 A
Instructor:
Aleksandr Aravkin
Aleksandr Aravkin
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: Proficiency in linear algebra and advanced calculus/analysis; recommended: Strongly recommended: probability and statistics. Desirable: optimization, e.g. Math 408, and scientific programming experience in Matlab, Julia or Python. Offered: jointly with AMATH 515/IND E 515.
Credits: 
5.0
Status: 
Active
Last updated: 
November 17, 2018 - 2:10am
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