IE8521

IE 8521 - Optimization (4 Cr.)

Industrial and Systems Engineering (11138) TIOT - College of Science and Engineering

IE 8521 - Optimization (4 Cr.)

Course description

Theory and applications of linear and nonlinear optimization. Linear optimization: simplex method, convex analysis, interior point method, duality theory. Nonlinear optimization: interior point methods and first-order methods, convergence and complexity analysis. Applications in engineering, economics, and business problems.

prereq: Familiarity with linear algebra and calculus.

Minimum credits

4

Maximum credits

4

Is this course repeatable?

No

Grading basis

OPT - Student Option

Lecture

Typically offered term(s)

Every Fall