MATH 7130 - Mathematical Optimization Theory (3 Credit Hours)

Lecture Hours: 3 Lab Hours: 0
The course covers fundamentals of mathematical optimization theory. Topics include: elements of convex analysis, first and second order necessary and sufficient optimality conditions for unconstrained and constrained optimization problems, Lagrange multiplier theory, Lagrange duality theory, and an overview of important optimization techniques for convex, conic, semidefinite and complementarity problems.

Prerequisite(s): A minimum grade of “C” in MATH 5331.
Restriction(s): NO Undergraduate Level Students