Linear and Non-Linear Optimization (NETW 904)
Offered By:
Information Engineering and Technology Faculty
Description
- Essential Optimization Theory, Convex Sets, Convex Functions
- Linear Optimization Problem formulation, the simplex method, integer programming
- Convex Optimization Gradient decent method, steepest decent method, Newton’s method
- Constrained Optimization Equality and Inequality constraints, Lagrange multiplier theory, Lagrange multiplier algorithms, Exterior and Interior Point Methods
- Duality
- Applications of optimization to networks