MAT 475

Optimization Theory

University at Albany · UGRD · Fall 2026

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Introduction to optimization. Constrained optimization and Lagrange multipliers. Convex sets, convex functions and conjugate functions. Fenchel duality, convex optimization, Lagrange duality, non-linear programming. Karush-Tucker conditions and calculus of variations. Prerequisite(s): A MAT 214 and 220.

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Class #albany_2-MAT475Fall 2026UGRD3 credits
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