MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorith
FIN-414: Optimization methodsThis course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point