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Vue d'ensemble
Math茅matiques et Statistiques (Sci) : Classical optimization in n variables. Convex sets and functions, optimality conditions for single-objective and multi-objective nonlinear optimization problems with and without constraints. Duality theories and their economic interpretations. Optimization with functionals. Connections with calculus of variations and optimal control. Stability of mathematical models. Selected numerical methods.
Terms: Hiver 2011
Instructors: Shepherd, Frederick (Winter)
- Prerequisite: Undergraduate background in analysis and linear algebra, with instructor's approval