Optimization Methods, 5 op

Ydinsisältö

• Linear optimization. Simplex and dual simplex algorithms. Nonlinear optimization. Newton's method, quasi-Newton methods, gradient and conjugate gradient methods.
• Convexity, pseudoconvexity, quasiconvexity
  

Täydentävä tietämys

• Karush-Kuhn-Tucker conditions.

Erityistietämys

• Algorithmic considerations for optimization algorithms such as ECP.