Subject:
Combinatorics & Optimization (CO)
Catalog number:
664
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
N/A
Description:
A course on theory and solution algorithms for the minimization of a convex quadratic function subject to linear constraints. Karush-Kuhn-Tucker conditions, duality theory. Active set solution algorithms and their parametric extensions. Quadratic programmes as linear complementarity problems. Applications in portfolio optimization and structural analysis.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
000251
