CME 307: Optimization (MS&E 311)
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: Spr
| Units: 3
Instructors:
Udell, M. (PI)
;
Sun, C. (TA)
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