Econ 413a. Optimization Techniques

Printer-friendly versionPDF version
Day / time: 
T/Th 1:00 - 2:15 pm
Course Type: 
Undergraduate
Course term: 
Fall
Year: 
2017
Instructor(s): 

Fundamental theory and algorithms of optimization, emphasizing convex optimization. The geometry of convex sets, basic convex analysis, the principle of optimality, duality. Numerical algorithms: steepest descent, Newton’s method, interior point methods, dynamic programming, unimodal search. Applications from engineering and the sciences.

Prerequisites: MATH 120 and 222, or equivalents. May not be taken after AMTH 237.

[Also ECON 536 / AMTH 437 / EENG437/S&DS 430]

Semester offered: 
Fall
Undergrad Course Category: 
Microtheory