FINMOD 3817A
0.50 credit · Main
An introduction to linear programming, simplex method, duality theory and sensitivity analysis, formulating linear programming models, nonlinear optimization, unconstrained and constrained optimization, quadratic programming. Applications in financial modelling (investment portfolio selection).
Mathematics 1600A/B and one of Calculus 2302A/B, Calculus 2502A/B or Calculus 2402A/B.
3 lecture hours.
No reviews yet - be the first.