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657 lines
27 KiB
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MATP-6600: Introduction To Optimization
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<meta property="og:title" content="MATP-6600: Introduction To Optimization">
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<meta property="og:description" content="Coverage of several areas of interest in optimization, with proofs of some major results. Convex sets and functions. Optimality conditions in nonlinear optimization. Lagrangian duality. Linear, quadratic, and conic optimization. Convex relaxations of integer optimization problems. Stochastic optimization.">
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<h1 id="name">
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Introduction To Optimization
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</h1>
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<h2 id="code">
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MATP-6600
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</h2>
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<p>
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Coverage of several areas of interest in optimization, with proofs of some major results. Convex sets and functions. Optimality conditions in nonlinear optimization. Lagrangian duality. Linear, quadratic, and conic optimization. Convex relaxations of integer optimization problems. Stochastic optimization.
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</p>
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4 credits
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<a class="course-pill" href="MATH-2010">MATH-2010 Multivar Calc & Matrix Algebra</a>
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<div class="pr-and">and</div>
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<a class="course-pill" href="MATH-4090">MATH-4090 Foundations Of Analysis</a>
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Past Term Data
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Detailed View
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<table id="years-table">
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<thead>
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2024</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202409&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Yangyang Xu</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 0/15
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2023</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202309&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Yangyang Xu</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 16/15
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rongjie Lai</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 24/15
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202109&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rongjie Lai</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 23/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202009&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
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<ul class="prof-list">
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<li>Rongjie Lai</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 14/20
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
|
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<ul class="prof-list">
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<li>Rongjie Lai</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 21/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201809&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
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</span>
|
|
<ul class="prof-list">
|
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<li>John E. Mitchell</li>
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<li>Yangyang Xu</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 26/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
|
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<th class="year">2017</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201709&subj_in=MATP&crse_in=6600&schd_in=">Introduction To Optimization (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Yangyang Xu</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 26/30
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</span>
|
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</div>
|
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</td>
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</tr>
|
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<tr>
|
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<th class="year">2016</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201609&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 15/30
|
|
</span>
|
|
</div>
|
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</td>
|
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</tr>
|
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<tr>
|
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<th class="year">2015</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201509&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 15/30
|
|
</span>
|
|
</div>
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</td>
|
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</tr>
|
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<tr>
|
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<th class="year">2014</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201409&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 18/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2013</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201309&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 21/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2012</th>
|
|
<td class="term spring not-offered">
|
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</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201209&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 11/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2011</th>
|
|
<td class="term spring not-offered">
|
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</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201109&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 4/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2010</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201009&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 8/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
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<tr>
|
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<th class="year">2009</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200909&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 10/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
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<tr>
|
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<th class="year">2008</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200809&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 5/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2007</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200709&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 9/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2006</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200609&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 4/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2005</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200509&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Jong-Shi Pang</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 5/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2004</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2003</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200309&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 13/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2002</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200209&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 6/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2001</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200109&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 6/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2000</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200009&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 5/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">1999</th>
|
|
<td class="term spring not-offered">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199909&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John E. Mitchell</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 4/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">1998</th>
|
|
<td class="term spring unscheduled">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199809&subj_in=MATP&crse_in=6600&schd_in=">Nonlinear Programming (4c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Kristin P Bennett</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 9/30
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
</body>
|
|
</html>
|