Mathematics 339PT - Topics in Applied Mathematics: 'Optimization'

Mathematical optimization involves finding the best solution to a problem from a set of feasible solutions defined by mathematical constraints. It has an elegant theory and applications in fields like management, economics, engineering, and computer science that require decision making under constraints on time or other resources. We will begin by studying linear optimization, including duality, the simplex algorithm, and the geometry of linear programming. Other topics will include discrete optimization, network optimization, and nonlinear optimization.

Prereq: MATH-211.