Apr 16, 2024  
Graduate Record 2008-2009 
    
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Graduate Record 2008-2009 [ARCHIVED RECORD]

SYS 603 - Mathematical Programming

This course is an introduction to theory and application of mathematical optimization. The goal of this course is to endow the student with a) a solid understanding of the subject’s theoretical foundation and b) the ability to apply mathematical programming techniques in the context of diverse engineering problems. Topics to be covered include a review of convex analysis (separation and support of sets, application to linear programming), convex programming (characterization of optimality, generalizations), Karush-Kuhn-Tucker conditions, constraint qualification and Lagrangian duality. The course closes with a brief introduction to dynamic optimization in discrete time.

Prerequisites & Notes
Prerequisite: Two years of college mathematics, including linear algebra, and the ability to write computer programs.

Credits: 3