AMATH 515 B: Optimization: Fundamentals and Applications

Winter 2021
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Meeting:
MW 9:00am - 10:20am / * *
SLN:
21852
Section Type:
Lecture
Joint Sections:
IND E 515 A , MATH 515 A , AMATH 515 A , IND E 515 B , MATH 515 B
Instructor:
FOR EDGE ONLINE STUDENTS ONLY. MSE AND MSME CLASSROOM/DAY STUDENTS SHOULD ENROLL IN STATE SECTION. OTHER *ONLINE* STUDENTS: PLEASE CONTACT AMATH ADVISOR, LAUREN LEDERER, AT GPA@AMATH.WASHINGTON.EDU, FOR ADD CODE. PLEASE INCLUDE YOUR STUDENT ID NUMBER. OFFERED VIA REMOTE LEARNING
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 IND E 515/MATH 515.
Credits:
5.0
Status:
Active
Last updated:
May 19, 2024 - 5:28 am