Optimization Models And Methods I

Host University

University of Virginia

Semester

Fall 2023

Course Number

SYS 6003

Discipline

Systems Engineering, Operations Research and Engineering Management

Instructor

Robert Riggs

Course Information

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

Two years of college mathematics, including linear algebra, and the ability to write computer programs