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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
|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 96311 - Theory and Algorithms For Optimization 104193 - Optimization Theory

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