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