MATH 517. Honours Linear Optimization.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
Description
Honours level introduction to linear optimization and its applications: duality theory, fundamental theorem, sensitivity analysis, convexity, simplex algorithm, interiorpoint methods, quadratic optimization, applications in game theory.
- Prerequisites: COMP 202, and MATH 223 or MATH 236 and MATH 314 or equivalent.
- Restrictions: Not open to students who have taken or are taking MATH 417 or MATH 487.