ENGR 62:
Introduction to Optimization (MS&E 111)
Formulation and analysis of linear optimization problems. Solution using Excel solver. Polyhedral geometry and duality theory. Applications to contingent claims analysis, production scheduling, pattern recognition, two-player zero-sum games, and network flows. Prerequisite: CME 100 or MATH 51.
Terms: Aut, Spr
| Units: 4
| UG Reqs: GER:DB-EngrAppSci