IE 305 Operations Research II

Credit Information: 
(3+2+0) 4
Description: 
Nonlinear programming; optimization in one variable, convexity, unconstrained and constrained optimization in many variables, Karush-Kuhn-Tucker optimality conditions, direct search and gradient methods; deterministic and probabilistic dynamic programming; Markov chains; Markovian decision process; Poisson process and queueing models.
Prerequisite: 
IE 202, IE 255