(The following description is for the Spring 2003 Semester. There will likely be differences in the instructor, textbook, and/or outline the next time the course is taught.)
Instructor: Guy L. Curry
Text: Edwin K. P. Chong and Stanislaw H. Zak.
An Introduction to Optimization. 2nd edition. Wiley.
ISBN 0-471-39126-3.Course Topics
- Classical Optimization Theory
- Numerical Methods
- Discrete Dynamic Programming
References for Nonlinear Programming
- Engineering Optimization: Methods and Applications by Reklaitis, Ravindran, and Radsdell, Nonlinear Programming for Operations Research by Simmons
- Applied Nonlinear Programming by Himmelblau
- Linear and Nonlinear Programming by Luenberger
References for Dynamic Programming
- Dynamic Programming: Models and Applications by Denardo
- The Art of Dynamic Programming by Dreyus and Law