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AMATH 515 A: Fundamentals Of Optimization

Meeting Time: 
MW 9:00am - 10:20am
Location: 
THO 135
SLN: 
10250
Joint Sections: 
IND E 515 A, MATH 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: linear algebra and advanced calculus. Offered: jointly with IND E 515/MATH 515.
Credits: 
5.0
Status: 
Active
Last updated: 
November 14, 2017 - 9:20pm
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