Description: Basic theory and methods for the solution to finite-dimensional optimization problems; iterative techniques and computational algorithms for unconstrained and constrained optimization; introductory presentation of linear, nonlinear and large-scale programming with engineering applications.

Goals: The course objective is to provide seniors in electrical and computer engineering with a basic under-standing of optimization problems, viz., their formulation, analytic and computational tools for their solutions, and applications in different areas.

Prerequisites: CS 101 or 125, MATH 280, MATH 315 or 318, or consent of instructor

Prerequisites topics:

• Differential calculus
• Linear algebra
• Computer programming ability
• Ability to reason in abstract terms

Text: D. P. Bertsekas, Nonlinear Programming, Belmonte, MA: Athena Scientific, 1995.