Fall 2024
OPT MODELS & METHODS FOR FE
, 3 pts, E4007OPT MODELS & METHODS FOR
Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed.
OPT MODELS & METHODS FOR
Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed.
- Section Number
- 001
- Call Number
- 14548
- Day, Time & Location
- MW 10:10AM-11:25AM 428 Pupin Laboratories
- Instructor
- Tianyi Lin