Foundations of Convex Analysis. Convex Programming. Optimality Conditions# Duality and Sensitivity Analysis. Specific Examples# Linear Programming, Quadratic and Geometric Programming, Inequalities, Minimax Theorems and Applications to Game Theory. Elements of Nonsmooth Analysis, Subgradients and Conjugate Functions. Nonconvex Programming. Optimality Conditions. Conic Optimization.

Faculty: Data and Decision Sciences
|Undergraduate Studies |Graduate Studies
Pre-required courses

94313 - Deterministic Models in Oper.research

Course with no extra credit

98311 - Optimization 1

Course with no extra credit (contains)

96311 - Theory and Algorithms For Optimization