WINTER 2021: CAAM 28000=STAT 28000

Course: CAAM 28000=STAT 28000

Title: Mathematical Computation I: Matrix Computation Course

Instructor(s): Lek-Heng Lim

Teaching Assistant(s): TBA

Class Schedule: Sec 01: MW 4:10 PM-5:30 PM (Remote)

Office Hours: 


Prerequisite(s): MATH 20500 or 20800; STAT 24300 or MATH 20250

Description: This is an introductory course on optimization that will cover the rudiments of unconstrained and constrained optimization of a real-valued multivariate function. The focus is on the settings where this function is, respectively, linear, quadratic, convex, or differentiable.

Time permitting, topics such as nonsmooth, integer, vector, and dynamic optimization may be briefly addressed. Materials will include basic duality theory, optimality conditions, and intractability results, as well as algorithms and applications.