Course: MAT 323 1.0 Optimization (Optional)
Course Content:
Maximizing/ minimizing objective function, Constraints, Categories of optimization problems and several illustrations; Functions of one variable/ several variables, Critical points, Maximizers and minimizers, Optimization with Hessian matrix of a function (quadratic forms, definiteness, principal minors), Optimization with Coercive functions; Convex sets, Convex functions, Optimization results associated with convexity, Convexity and Arithmetic-Geometric Mean Inequality
Recommend Readings:
-
- Peressini, A.L., Sullivan F.E., & Uhl J.J.(1988). The Mathematics of Nonlinear Programming. springer.
- Bradley,G.L.,Hoffmann,L.D. & Rosen, K.H.Applied Calculus.
- Bittinger, M.L., Ellenbogen, D.J. & Surgent,S.A.(2012). Calculus and its Applications. (10th ed.). Pearson Education.
- Blischke, W.R. & Murthy D.N.P.(2000). Reliability: Modeling, Prediction and Optimization. (1st ed.). Wiley.