INDENG160

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INDENG 160 - Nonlinear and Discrete Optimization

Industrial Engineering and Operations Research Undergraduate COE - College of Engineering

Subject

INDENG

Course Number

160

Department

Industrial Engineering and Operations Research

Course Level

Undergraduate

Course Title

Nonlinear and Discrete Optimization

Course Description

This course introduces unconstrained and constrained optimization with continuous and discrete domains. Convex sets and convex functions; local optimality; KKT conditions; Lagrangian duality; steepest descent and Newton's method. Modeling with integer variables; branch-and-bound method; cutting planes. Models on production/inventory planning, logistics, portfolio optimization, factor modeling, classification with support vector machines.

Minimum Units

3

Maximum Units

3

Grading Basis

Default Letter Grade; P/NP Option

Method of Assessment

Written Exam

Instructors

Atamturk

Prerequisites

MATH 53 and MATH 54.

Repeat Rules

Course is not repeatable for credit.

Credit Restriction Courses. Students will receive no credit for this course if following the course(s) have already been completed.

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Formats

Lecture, Discussion

Term

Fall and Spring

Weeks

15 weeks

Weeks

15

Lecture Hours

2

Lecture Hours Min

2

Lecture Hours Max

2

Discussion Hours

1

Discussion Hours Min

1

Discussion Hours Max

1

Outside Work Hours

6

Outside Work Hours Min

6

Outside Work Hours Max

6