Sep 16, 2024  
USC Catalogue 2023-2024 
    
USC Catalogue 2023-2024 [ARCHIVED CATALOGUE]

ISE 630 Foundations of Optimization

Units: 4
Terms Offered: FaSp
Convex sets, convex functions, structures of optimization problems, Lagrangian and conjugate duality. First and second order optimality conditions; applications in engineering and statistics.
Recommended Preparation: Multivariable calculus on the level of MATH 229 ; linear algebra on the level of MATH 225  or MATH 245 .
Instruction Mode: Lecture
Grading Option: Letter