Quadratic Programming

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