MATH 587

fall 2006
 
All Classes
Optimization by Vector Methods

Credit: 4 hours.

Introduction to normed, Banach, and Hilbert spaces; applications of the projection theorem and the Hahn-Banach Theorem to problems of minimum norm, least squares estimation, mathematical programming, and optimal control; the Kuhn-Tucker Theorem and Pontryagin's maximum principle; and introduction to iterative methods. Same as ECE 580. Prerequisite: MATH 415 or MATH 482, and MATH 447 or consent of instructor.

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