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MTH 603

Non-Linear Programming and Applications

Quadratic Optimization, NonLinear Optimization, Optimality Conditions, KarushKuhnTucker Theorem, Numerical Methods (Descent Direction, Newton?s), Portfolio Optimization, Markowitz Efficient Frontier, Capital Market Line, Sharpe Ratio.
Weekly Contact: Lecture:3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

(MTH 108 or MTH 141) and (MTH 231 or MTH 240 or MTH 310)

Antirequisites

None

Co-Requisites

None

Custom Requisites

None

Mathematics