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1 - 3 of 3 results for: MS&E 311: Optimization

CME 338: Large-Scale Numerical Optimization (MS&E 318)

The main algorithms and software for constrained optimization emphasizing the sparse-matrix methods needed for their implementation. Iterative methods for linear equations and least squares. The simplex method. Basis factorization and updates. Interior methods. The reduced-gradient method, augmented Lagrangian methods, and SQP methods. Prerequisites: Basic numerical linear algebra, including LU, QR, and SVD factorizations, and an interest in MATLAB, sparse-matrix methods, and gradient-based algorithms for constrained optimization. Recommended: MS&E 310, 311, 312, 314, or 315; CME 108, 200, 302, 304, 334, or 335.
Terms: Spr | Units: 3 | Grading: Letter (ABCD/NP)
Instructors: Saunders, M. (PI)

MS&E 311: Optimization (CME 307)

Applications, theories, and algorithms for finite-dimensional linear and nonlinear optimization problems with continuous variables. Elements of convex analysis, first- and second-order optimality conditions, sensitivity and duality. Algorithms for unconstrained optimization, and linearly and nonlinearly constrained problems. Modern applications in communication, game theory, auction, and economics. Prerequisites: MATH 113, 115, or equivalent.
Terms: Win | Units: 3 | Grading: Letter or Credit/No Credit
Instructors: Ye, Y. (PI)

MS&E 318: Large-Scale Numerical Optimization (CME 338)

The main algorithms and software for constrained optimization emphasizing the sparse-matrix methods needed for their implementation. Iterative methods for linear equations and least squares. The simplex method. Basis factorization and updates. Interior methods. The reduced-gradient method, augmented Lagrangian methods, and SQP methods. Prerequisites: Basic numerical linear algebra, including LU, QR, and SVD factorizations, and an interest in MATLAB, sparse-matrix methods, and gradient-based algorithms for constrained optimization. Recommended: MS&E 310, 311, 312, 314, or 315; CME 108, 200, 302, 304, 334, or 335.
Terms: Spr | Units: 3 | Grading: Letter (ABCD/NP)
Instructors: Saunders, M. (PI)
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