MATH 5720 - Optimization

Last Update: April 9, 2022

Prerequisite

• Calculus I-II-III and Linear Algebra I.
• Although not required, previous encounter with Matlab/Octave/Julia or other programming languages will be beneficial.

Topics

• Optimization without Calculus
• Gradient and Unconstrained Optimization
• Reading Assignment: Least Squares
• Gradient Method
• Convex Sets and Convex Functions
• Optimization over a Convex Sets
• Constrained Optimization: Examples and Toolbox
• Linear Programming
• KKT Conditions
• Duality Theory

Textbook

Amir Beck, Introduction to Nonlinear Optimization ISBN-13: 978-1611973648 ISBN-10: 1611973643

UML Graduate Catalog - MATH 5720
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