Vue d'ensemble
Mathématiques et Statistiques (Sci) : Classical optimization in n variables. Convex sets and functions, optimality conditions for single-objective and multi-objective nonlinear optimization problems with and without constraints. Duality theories and their economic interpretations. Optimization with functionals. Connections with calculus of variations and optimal control. Stability of mathematical models. Selected numerical methods.
Terms: This course is not scheduled for the 2009-2010 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.
- Prerequisite: Undergraduate background in analysis and linear algebra, with instructor's approval