236330 - Introduction to Optimization

Examples of Optimization Problems in Engineering, Economy, Etc. Linear Programming, Principles of Optimality and Duality, The Simplex Method, General Introduction to Algorithms, The Global Convergence Theorem, Rate of Convergence, Single-variable Minimization, Curve Fitting Methods, Steepest Descent, Newton, Advanced Methods, Conjugate Directions, Variable Metrics.

Faculty: Computer Science
|Undergraduate Studies |Graduate Studies

Pre-required courses

(104013 - Differential and Integral Calculus 2t and 104166 - Algebra Am and 234125 - Numerical Algorithms) or (104032 - Calculus 2m and 104166 - Algebra Am and 234125 - Numerical Algorithms) or (104166 - Algebra Am and 104281 - Infinitesimal Calculus 2 and 234125 - Numerical Algorithms)

Course with no extra credit

46197 - Computational Methods in Optimization 104193 - Optimization Theory

• Convex optimization - Boyd, Stephen P.
• Nonlinear programming - Bertsekas, Dimitri P.
• Numerical optimization - Nocedal, Jorge