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CO 664Quadratic Programming

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Combinatorics and Optimization

CO 664 as listed in the Winter 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.

A course on theory and solution algorithms for the minimization of a convex quadratic function subject to linear constraints. Karush-Kuhn-Tucker conditions, duality theory. Active set solution algorithms and their parametric extensions. Quadratic programmes as linear complementarity problems. Applications in portfolio optimization and structural analysis.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Winter 2025

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024