MTH 3107 Optimization

Credit Hours: 3

Provides a rigorous introduction to the fundamental theory of optimization. Includes linear programming, duality, sensitivity, convex analysis, nonlinear optimization, optimal control and Pontryagin’s maximum principle. Emphasizes problem formulation, analytical theory, algorithmic methods and recent applications.
Prerequisite: (MTH 2001 or MTH 2010) and (MTH 2201 or MTH 3200)