General Information Edit

Gives an introduction to optimization techniques. Some applications include fitting an ellipse to data points and creating the best strategy for a 2-player zero-sum game.

Workload Edit

  • 5 problem sets
  • Quick in-class quizzes (about one every 2 weeks)
  • Take-home midterm and final

Advice Edit

  • The class requires a pretty strong knowledge of calculus and linear algebra. None of the concepts are too difficult, but the problem sets and exams require a significant amount of time to write and debug MATLAB code.

Past Offerings Edit