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Optimization Theory and Practice
SYSM 6305
Erik Jonsson School of Engineering and Computer Science
Basics of optimization theory, numerical algorithms, and applications. The course is divided into three main parts: linear programming (simplex method, duality theory), unconstrained methods (optimality conditions, descent algorithms and convergence theorems), and constrained minimization (Lagrange multipliers, Karush-Kuhn-Tucker conditions, active set, penalty and interior point methods). Applications in engineering, operations, finance, statistics, etc. will be emphasized. Students will also use Matlab's optimization toolbox to obtain practical experience with the material. 3 credit hours.
Offering Frequency: Each year
Grades: 59
Median GPA: A
Mean GPA: 3.684
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Optimization Theory and Practice
SYSM 6305
Erik Jonsson School of Engineering and Computer Science
Basics of optimization theory, numerical algorithms, and applications. The course is divided into three main parts: linear programming (simplex method, duality theory), unconstrained methods (optimality conditions, descent algorithms and convergence theorems), and constrained minimization (Lagrange multipliers, Karush-Kuhn-Tucker conditions, active set, penalty and interior point methods). Applications in engineering, operations, finance, statistics, etc. will be emphasized. Students will also use Matlab's optimization toolbox to obtain practical experience with the material. 3 credit hours.
Offering Frequency: Each year
Grades: 59
Median GPA: A
Mean GPA: 3.684
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