Optimization Techniques

Subject Code (deprecated): 
ECON
Course Number: 
413
Section Number: 
01
Description: 

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.

Instructor(s) from Econ Site: 
Sekhar Tatikonda
Instructor Name from WEN: 
Sekhar Tatikonda
Meeting Pattern (deprecated): 
TTh 1.00-2.15
Term Code: 
201903
Category from Feed: 
YCQR