Skip to Main Content

MATH.5720 Optimization (Formerly 92.572)

Id: 008446 Credits Min: 3 Credits Max: 3


Optimization without calculus; geometric programming; convex sets and convex functions; review of linear algebra; linear programming and the simplex method; convex programming; iterative barrier-function methods; iterative penalty-function methods; iterative least-squares algorithms; iterative methods with positivity constraints; calculus of variations; applications to signal processing, medical imaging, game theory.


MATH.2310 Calculus III, and MATH.2210 Linear Algebra I.

View Current Offerings