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MSC 516 - Optimization II

Course Description: 

This course introduces dynamic programming and applications of dynamic programming to deterministic and stochastic decision problems. The course also introduces the theory and computation methods of nonlinear programming, convex analysis, and unconstrained methods; Kuhn-Tucker theory, saddle points and duality, quadratic linearly constrained and nonlinear constrained problems, and penalty and barrier methods.

Credit: 

(3-0-3)

Prerequisite: 

[(MSC 513)]

Corequisite: 

None