Introduction to Optimization. (3-0) 3 Credit Hours

Catalog description

Prerequisite: MAT 2213 (or MAT 2214 in previous catalogs) and MAT 2233 , or EGR 3323 , or MAT 1223 (or MAT 1224 in previous catalogs) and CS 3333 . May include Discrete, Continuous, Linear, and non-Linear optimization. Optimality conditions, Lagrange multipliers, duality theory. Applications of linear programming in computer science and discrete optimization. Gradient descent and Newton iteration (i.e., RST and second order methods), trust region methods, and conjugate gradient. Applications of RST and second order methods to engineering. Same as CS 4303 . Credit cannot be earned for both CS 4303 and MAT 4343 . Generally offered in Fall. This course has Differential Tuition.