BA 511 - Convex Optimization

Institution:

Duke University

Subject:

Business Administration

Description:

Formulation and structure of convex optimization problems with an emphasis on duality. Extensive treatment of linear optimization. Network flows, discrete optimization, and conic (quadratic and semi-definite) optimization. Motivated by examples from economics, engineering, finance,and statistics. Instructor: Brown

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.DUKE.EDU

Phone Number:

(919) 684-8111

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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