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
|Graduate Studies

Pre-required courses

94312 - Deterministic Mod.in Operations Research or 94313 - Deterministic Models in Oper.research


Course with no extra credit

97311 - Optimization 1


Course with no extra credit (contains)

96311 - Theory and Algorithms For Optimization


Semestrial Information