Catalog Description


An introduction to linear and nonlinear optimization. Modeling of large scale 
problems. Linear programming. The linear algebaic and geometric bases for the 
simplex method. Interior point methods.  Duality and sensitivity.  Specialized 
methods.  Applications to assignment, transportation, network and management 
science problems.  Unconstrained and constrained nonlinear optimization. 
Search methods.  Karush-Kuhn-Tucker conditions.  
Prereqisite: Math 232. 6 credits