AMCS 212 Linear and Nonlinear Optimization

Prerequisites: Advanced and multivariate calculus. The role of 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.