MATH 3040U – Optimization

This course introduces linear and nonlinear optimization problems and offers the concepts and techniques required for their solution. Students study: linear programming (simplex method, duality, integer programming), nonlinear programming (Lagrange multipliers, KKT optimality conditions), approximation techniques (line search methods, gradient methods, conjugate gradient methods), variational problems (Euler-Lagrange equation), dynamic programming, and optimal control.
Credit hours: 3
Lecture hours: 3
Prerequisite(s): MATH 2010U or MATH 2015U