AMATH 515 - Fundamentals of Optimization

Institution:

University of Washington-Seattle Campus

Subject:

Applied Mathematics

Description:

Maximization and minimization of functions of finitely many variables subject to constraints. Basic problem types and examples of applications; linear, convex, smooth, and nonsmooth programming. Optimality conditions. Saddlepoints and dual problems. Penalties, decomposition. Overview of computational approaches. Offered: jointly with IND E 515/MATH 515.

Credits:

5.00

Credit Hours:

Prerequisites:

linear algebra and advanced calculus

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.washington.edu

Phone Number:

(206) 543-2100

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Quarter

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