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Advanced Optimization Theory: Course Outline (MAT-632)

Optimization theory is the more modern term for operations research. Optimization theory includes the calculus of variations, control theory, convex optimization theory, decision theory, game theory, linear programming, Markov chains, network analysis, op

Course Outline

Necessary and sufficient conditions for extrema, Newton method, Constrained derivative(Jacobian)method, sensitivity analysis, Lagrangian method and its extension, Kuhn-Tucker conditions, Direct search method, Gradient and reduced gradient methods, Separable programming, Quadratic programming, Geometric programming, Linear combination method, Integer programming, Branch and bound algorithm, Cutting-plane algorithm, Zero-One polynomial programming.

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