University of California, Los Angeles 4 credits Electrical and Computer Engineering
Lecture, four hours; discussion, one hour; outside study, seven hours. Requisite: Mathematics 115A or equivalent knowledge of linear algebra. Basic graduate course in linear optimization. Geometry of linear programming. Duality. Simplex method. Interior-point methods. Decomposition and large-scale linear programming. Quadratic programming and complementary pivot theory. Engineering applications. Introduction to integer linear programming and computational complexity theory. Letter grading.
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