IEOR E4007
OPT MODELS & METHODS FOR FE
Lect: 3. Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed
Prerequisites & course information
Prerequisites: Linear algebra. This graduate course is only for M.S. Program in Financial Engineering students.
Sources
- Course catalogue ↗2026-2027