MATH 322

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Algorithm Design and Optimization 2

Mathematics College of Computational, Mathematical, & Physical Sciences

Course Description

Algorithms used to solve dynamic programming problems and advanced computing problems. Topics include finite-horizon and infinite-horizon dynamic programming, discrete transforms, compressed sensing, heuristics, branch and bound, conditioning and stability.

When Taught

Winter

Min

3

Fixed

3

Fixed

3

Fixed

0

Other Prerequisites

concurrent enrollment in Math 323, 346.

Title

Algorithms for approximation and optimization

Learning Outcome

Algorithms for polynomial approximation and interpolation will be presented.  Algorithms for optimization will be covered including those for unconstrained optimization, linear optimization, nonlinear constrained optimization, and convex optimization.  Dynamic optimization and stochastic problems will also be covered. For a detailed description of desired learning outcomes visit the Math 322 Wiki page.