Spring 2022 STAT 28000

Course: STAT 28000=CAAM 28000

Title: Optimization

Instructor(s): Lek-Heng Lim

Teaching Assistant(s):

Class Schedule: Sec 1: MW 3:00 PM-4:20 PM in Eckhart 133

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.