This topic includes: Formulation of optimization problems (objective functions and constraints, existence of an optimum); Elements of convex analysis (convex sets and functions, separation theorems); Necessary and sufficient optimality conditions (including Karush-Kuhn-Tacker theorem and convex duality results);Linear programming and elements of game theory; Sensitivity and perturbation analysis Steepest decent method, Newton's method and Conjugate gradient methods in solving unconstrained problems; Penalty and barrier methods in solving constrained problems.
This topic aims to provide:
Timetable details for 2021 are no longer published.