SYSE4305 - Optimization

SYSE 4305 Optimization (3 semester credit hours) Basics of optimization, numerical algorithms, and applications; linear programming (simplex method, duality theory); least-squares, gradient descent, and Newton's method; Lagrange multipliers in constrained optimization; convexity. Applications in engineering, operations research, and finance. Prerequisite: ENGR 2300. (3-0) Y