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CS 626 Math Optimization Techniques

Course Description: Theoretical, computational and applied areas of linear and, to some extent, non-linear programming. Formulation of linear programs solution by simplex method, duality problems and importance of Lagrange multipliers will be discussed. Efficient computational techniques, degeneracy procedures, transportation problems and quadratic programming problems and projection methods (active set) to solve non-linear programs will be reviewed.

Credits

3 credits

Prerequisite

CS 507 Minimum Grade of C and CS 601 Minimum Grade of C