Fall 2023 Decision, Risk & Operations Management B9118 section 001

(PhD) Foundations of Optimizat

(PhD) Foundations of Opti

Call Number 16946
Day & Time
Location
R 2:20pm-5:35pm
830 Kravis Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Santiago R Balseiro
Type LECTURE
Method of Instruction In-Person
Course Description

The course is designed for entering doctoral students and provides a rigorous introduction to the fundamental theory of optimization. It examines optimization theory in continuous, deterministic settings, including optimization in Euclidean as well as in more general, infinite-dimensional vector spaces. The course emphasizes unifying themes (such as optimality conditions, Lagrange multipliers, convexity, duality) that are common to all of these areas of mathematical optimization. Applications across a range of problem areas serve to illustrate and motivate the theory that is developed. Additionally, review sessions explaining how to solve complex optimization problems using CVX and Python are offered.

Web Site Vergil
Department Decision, Risk and Operations
Enrollment 26 students (27 max) as of 5:08PM Saturday, September 7, 2024
Subject Decision, Risk & Operations Management
Number B9118
Section 001
Division School of Business
Open To Business
Section key 20233DROM9118B001