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