Spring 2019 STAT 28000-1

Course: STAT 28000
Title: Optimization
Instructor(s): Lek-Heng Lim
Teaching Assistant(s): Zhipeng Lou, Zhisheng Xiao, and Lijia Zhou
Class Schedule: Sec 01:TR 3:30 PM-4:50 PM in Eckhart 133
Office Hours:
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.

Prerequisites: MATH 20500 or 20800; STAT 24300 or MATH 20250