Jan 02, 2025  
Rensselaer Catalog 2024-2025 
    
Rensselaer Catalog 2024-2025
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MATP 6600 - Introduction to Optimization


Coverage of several areas of interest in optimization, with proofs of some major results. Convex sets and functions. Optimality conditions in nonlinear optimization. Lagrangian duality. Linear, quadratic, and conic optimization. Convex relaxations of integer optimization problems. Stochastic optimization.

Prerequisites/Corequisites: MATH 2010  and MATH 4090  or equivalent or permission of instructor.

When Offered: Fall term annually.

Cross Listed: ISYE 6780 . Students cannot obtain credit for both this course and ISYE 6780 .

Credit Hours: 4



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