ESE415_2011_Syllabus - ESE 415: Optimization Course...

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ESE 415: Optimization Course Information Spring 2011 Instructor: Jr-Shin Li Teaching Fellow: Anatoly Zlotnik Office: Jolley #407 Office: Jolley #425 Email: jsli@seas.wustl.edu Email: azlotnik@ese.wustl.edu Phone: 5-7340 Phone: 5-7550 Course Description This course gives a rigorous introduction of fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, quadratic and convex optimization, computational optimization methods, optimality conditions, and du- ality theory. Algorithmic methods include gradient methods, Newton’s method, conjugate gradient methods as well as line search procedures. Applications range from engineering and physics to economics. Moreover, generalized programming, interior point methods, and semi-definite programming will be discussed if time permits. Prerequisite: Multivariate Calculus and Linear algebra as covered in Math 132, Math 233, and Math 309, or equivalents.
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ESE415_2011_Syllabus - ESE 415: Optimization Course...

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