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MS3601 - Optimization Methods

Offering Academic Unit
Department of Management Sciences
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Course Offering Term*:
Semester B 2018/19
Semester B 2019/20 (Tentative)

* The offering term is subject to change without prior notice
 
Course Aims

This course aims to introduce students to the theory, algorithms, and applications of optimization. The optimization methodologies include linear programming, nonlinear optimization, integer programming, robust optimization, and dynamic programming. Topics include the simplex method, duality, integer programming formulation, convex analysis, optimality conditions for nonlinear optimization, and optimal control methods.  Applications to finance will be emphasized.

Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 40%
Examination: 60%
Examination Duration: 2 hours
 
Detailed Course Information

MS3601.pdf

Useful Links

Department of Management Sciences