MS&E211X - Introduction to Optimization (Accelerated)

Optimization theory and modeling. The role of prices, duality, optimality conditions, and algorithms in finding and recognizing solutions. 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. Prerequisite: CME 100 or MATH 51 or equivalent.
Career
Graduate
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
4
Course Repeatable for Degree Credit?
No

Course Component
Discussion
Enrollment Optional?
Yes
Course Component
Lecture
Enrollment Optional?
No