AMATH 515 C: Optimization: Fundamentals and Applications

Winter 2023
Meeting:
MW 9:00am - 10:20am / SMI 211
SLN:
10240
Section Type:
Lecture
Joint Sections:
IND E 515 C , MATH 515 C , AMATH 515 A , IND E 515 B , MATH 515 B , AMATH 515 B , IND E 515 A
Instructor:
ONLINE COURSE
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:
April 10, 2024 - 9:15 pm