Optimization Methods

Catalog description

In this course, the basic knowledge and skills of optimization will be introduced. Students will learn how to recognize, formulate, and solve linear and nonlinear optimization problems. The concentration will be focused on the algorithms and applications, with the necessary theories presented in a comprehensive way. The characteristics of linear and nonlinear programming problems will be discussed with the corresponding solutions, such as the simplex method and Karmarkar’s method for linear optimization, and Newton’s method and Powell’s method for nonlinear optimization. Students are required to complete a project on a given problem, or a problem of their own choices but approved by the course instructor, to gain practical experience. Note: Knowledge in linear algebra and calculus, experiences in computer programming/MATLAB, or permission of instructor is required.