MATH 857 (01) - Mathematical Optimization for Applications

Mathematical Optimization

Durham   Engineering&Physical Sciences :: Mathematics&Statistics
Credits: 3.0
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Class Size:   8  
CRN: 55133
This course introduces the foundations of mathematical optimization and reinforces them via applications. The content includes convex optimization, first and second-order methods, constrained problems, duality, linear and quadratic programming, as well as discrete and non-convex optimization. Applications will focus on machine learning methods but also include problems from engineering and operations research. Students are required to have a mastery of Calculus II and programming proficiency in MATLAB, R, Java, C, Python, or equivalent.
Department Approval Required. Contact Academic Department for permission then register through Webcat.
Equivalent(s): CS 857
Instructors: STAFF

Times & Locations

Start Date End Date Days Time Location
1/25/2022 5/9/2022 MWF 9:40am - 11:00am KING N334


Required: Nonlinear Programming: 3rd Edition by Dimitri Bertsekas ISBN-10 ‏ : ‎ 1886529051 ISBN-13 ‏ : ‎ 978-1886529052