1. Course description:The objective of this course is to give the senior undergraduate or the first year graduate students in-depth treatment of Mathematical Programming (specifically focusing on nonlinear programming and dynamic programming). Students are expected to have proper knowledge in calculus, Linear Programming and other basic OR techniques which are normally expected to be covered in the first course of the undergraduate Operations Research curriculum. 2. Offered: Fall 20153. Prerequisites: IMEN261 Introduction to Operations Research or equivalent4. Textbook:- Boyd, S. and Vandenberghe, L., Convex Optimization, 2004 - Bertsekas, D. P., Dynamic Programming and Optimal Control Volume 1, 3rd edition, 2005 5. Reference:- Bertsekas, D. P., Nonlinear Programming, 2nd edition, 1999 - Chong, E. K. P. and Zak, S. H., An Introduction to Optimization, 2nd edition, 2004 |

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