Dec 01, 2022  
Graduate Record 2021-2022 
Graduate Record 2021-2022 [ARCHIVED RECORD]

SYS 6003 - Optimization Models and Methods I

Effective Start Date: 08/01/2020
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. Prerequisite: Two years of college mathematics, including linear algebra, and the ability to write computer programs.

Credits: 3
Grading Basis: Graded