Id: 008446 Credits Min: 3 Credits Max: 3

Description

Optimization without calculus; geometric programming; convex sets and convex functions; review of linear algebra; linear programming and the simplex method; convex programming; iterative barrier-function methods; iterative penalty-function methods; iterative least-squares algorithms; iterative methods with positivity constraints; calculus of variations; applications to signal processing, medical imaging, game theory.

Prerequisites

MATH.2310 Calculus III, and MATH.2210 Linear Algebra I.

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