Academic Catalog

MATH402 INTRODUCTION TO OPTIMIZATION

Course Code:	2360402
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	6.0
Department:	Mathematics
Language of Instruction:	English
Level of Study:	Undergraduate
Course Coordinator:
Offered Semester:	Fall Semesters.
Prerequisite:	Set 1: 2360251 , 2360262 Set 2: 2360114 , 2360262 Set 3: 2360251 , 2360260 Set 4: 2360114 , 2360260
One of the sets above should be completed before taking MATH402 INTRODUCTION TO OPTIMIZATION.

Course Content

The importance of optimization, basic definition and facts on convex analysis. Theory of linear programming and convex prog-ramming, simplex method and its applications, nonlinear programming, search methods, basic ideas of classical variational calculus, optimal control theory. Pontraygin`s maximum principle and dynamic programming, linear theory of optimal control.