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MTH 603

Non-Linear Programming and Applications

Quadratic Optimization, Non-Linear Optimization, Optimality Conditions, KarushKuhnTucker Theorem, Numerical Methods (Descent Direction, Newton's), Portfolio Optimization, Markowitz Efficient Frontier, Capital Market Line, Sharpe Ratio.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

(MTH 108 or MTH 141) and (MTH 231 or MTH 240 or MTH 310)

Co-Requisites

None

Antirequisites

None

Custom Requisites

None

Mentioned in the Following Calendar Pages

*List may not include courses that are on a common table shared between programs.