Quadratic Programming

Subject: 
Combinatorics & Optimization (CO)
Catalog number: 
664
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
A course on theory and solution algorithms for the minimization of a convex quadratic function subject to linear constraints. Karush-Kuhn-Tucker conditions, duality theory. Active set solution algorithms and their parametric extensions. Quadratic programmes as linear complementarity problems. Applications in portfolio optimization and structural analysis.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
000251