Computing That Serves

CS 412

Course Offerings

Section # Semester Instructor Website Description
1 Fall 2016 Sean Warnick
1 Winter 2014 Sean Warnick
1 Winter 2011 Sean Warnick
1 Winter 2009 Sean Warnick
1 Winter 2008 Sean Warnick
1 Winter 2007 Sean Warnick
1 Winter 2006 Sean Warnick

Short Summary: 

Linear Programming & Convex Optimization




Linear Programming & Convex Optimization


Linear programming and convex optimization as a paradigm for designing algorithms to solve complex problems.Prerequisites: Math 313. CS 312 is recommended, but not essential.


Course Outline:I. Linear Programminga. Simplex Methodb. Duality Theoryc. Sensitivity Analysisd. Applications1. Game Theory2. Regression3. Network FlowII. Unconstrained Optimizationa. Least Squareb. Singular Value Decompositionc. Iterative MethodsIII. Convex Optimizationa. Convexityb. Duality Theory Revisitedc. Interior Point Methodsd. Applications1. Portfolio Optimization2. Student Choice.

Prerequisite(s): CS 312 & Math 313; or instructor's consent.