Optimization

Spring 2017

Optimization

Listed in: Mathematics and Statistics, as MATH-294

Faculty

Tanya L. Leise (Section 01)

Description

Optimization is a branch of applied mathematics focused on algorithms to determine maxima and minima of functions, often under constraints. Applications range from economics and finance to machine learning and information retrieval. This course will first develop advanced linear algebra tools, and then will study methods of convex optimization, including linear, quadratic, second-order cone, and semidefinite models. Several applications will be explored, and algorithms will be implemented using mathematical software to aid numerical experimentation.

Requisite:  MATH 211 and either 271 or 272, or permission of the instructor.  Limited to 30 students.  Spring semester.  Professor Leise. 

If Overenrolled: Preference will be given to pre-registered students, math majors, and juniors and seniors.

Cost: 70 ?

Keywords

Quantitative Reasoning

Course times and locations

MATH 294 - LEC

Section 01
M 09:00 AM - 09:50 AM SMUD 207
W 09:00 AM - 09:50 AM SMUD 207
F 09:00 AM - 09:50 AM SMUD 207

MATH 294 - DIS

Section 01
Tu 09:00 AM - 09:50 AM SMUD 205

Textbooks

Below are the textbooks used in this course, along with pricing information and availability at local bookstores. The price range shown is based upon queries to multiple online booksellers; click on the the price field to see detailed pricing information.

This is preliminary information about books for this course. Please contact your instructor or the Academic Coordinator for the department, before attempting to purchase these books.

ISBN	Title	Publisher	Author(s)	Comment	Price
9781107050877	Optimization Models	Cambridge University Press	Giuseppe C. Calafiore - Laurent El Ghaoui		From $58.94-$76.79

Offerings

2022-23: Not offered
Other years: Offered in Spring 2017