There are two key themes in this course. The first is that there are important optimization models where the variable space may not be the usual vector space $\Re^{n}$, or the constraint space may not be the usual vector space $\Re^{m}$, or there may be inequality constraints that are more general than the usual inequality constraints requiring a function to be nonnegative or nonpositive. The second theme is that duality is critically important for these problems.

Course Conditions:

  • The class may not be taken pass/fail.
  • The class is open to auditors.
  • The class is open to non-Booth students.

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