Optimization

4 units · Undergraduate upper division (100-199)

Lecture, three hours; discussion, one hour. Enforced requisites: courses 115A, 131A. Not open for credit to students with credit for former Electrical Engineering 136. Fundamentals of optimization. Linear programming: basic solutions, simplex method, duality theory. Unconstrained optimization, Newton method for minimization. Nonlinear programming, optimality conditions for constrained problems. Additional topics from linear and nonlinear programming. P/NP or letter grading.