MATH 680 - Optimization

Units: 4
Introduction to Linear Programming, including the Simplex method, duality theory, sensitivity analysis, and special applications. Nonlinear optimization using Newton’s method, plus secant methods to approximate the derivative information. Introduction to constrained optimization problems using Lagrange multipliers.

Prerequisites: MATH 310.
Possible Instructional Methods: Entirely On-ground.
Grading: A-F grading only.