Math 348
Continuous Optimization
This course focuses on modeling and solving problems in continuous
optimization, which includes the areas of mathematical programming,
dynamic programming, and control theory. We will follow the text
of P. Pedregal titled "Introduction to Optimization," which gives
a wonderful introductory overview that highlights the commonality
between the problem classes. Key topics include
 linear and nonlinear programming: the necessity and
sufficiency of the KKT conditions along with several
algorithmic methods,
 variational problems and dynamic programming: the
EulerLagrange Equation and Bellman's equation,
 optimal control: a brief introduction to Pontryagin's
maximum principle.
Several examples will be used to motivate each problem class,
and from this perspective the course is about developing the
mathematical and algorithmic machinery to solve continuous
optimization problems.
