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MS&E211X

Introduction to Optimization (Accelerated)

Management Science and Engineering ENGR - School of Engineering

Course Description

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.

Cross Listed Courses

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

This course has been approved for the following WAYS

Applied Quantitative Reasoning (AQR)

Programs

MS&E211X is a completion requirement for: