E62/MS&E111 Introduction to Optimization

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This course introduces linear and quadratic optimization and applications. The focus is on geometric interpretation, formulation of engineering and management problems, and their solution and analysis using computational tools. Examples are drawn from manufacturing, finance, economics, networking, and machine learning. Computations are carried out in Python. Though not a focus, the course will also introduce students to optimization algorithms and code.

It is assumed that, prior to enrolling in the course, students have mastered the content of CME100 or Math51 and, in particular, are versed in matrix algebra and abstract concepts such as vector spaces, bases, linear independence, and orthogonality.