Optimization holds an important place in both practical and theoretical worlds, as understanding the timing and magnitude of actions to be carried out helps achieve a goal in the best possible way.
This course emphasizes modeling, theory and numerical algorithms for optimization with real variables. Explore the study of maximization and minimization of mathematical functions and the role of prices, duality, optimality conditions, and algorithms in finding and recognizing solutions.
- Benjamin Van Roy
- Yinyu Ye Professor, Management Science and Engineering
- Perspectives: problem formulation, analytical theory, computational methods, and recent applications in engineering, finance, and economics
- Theories: finite dimensional derivatives, convexity, optimality, duality, and sensitivity
- Methods: simplex and interior-point, gradient, Newton, and barrier
Note on Course Availability
The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate certificate homepage.
3.0 - 4.0
- 1 year of college level calculus (through calculus of several variables, such as CME100) or MATH51
- Background in statistics, experience with spreadsheets recommended.
- An undergraduate degree with a GPA of 3.0 or equivalent