Optimization entails seeking decisions that maximize objectives while satisfying constraints, with applications across engineering, business, economics, statistics, data analysis, and everyday life. This course provides an in-depth and rigorous introduction to mathematical optimization, covering how to formulate, analyze, and solve real-world problems using modern optimization theory and software. Topics include finite-dimensional linear optimization problems with continuous and discrete variables, sensitivity and duality, basic elements of convex analysis, first- and second-order optimality conditions for nonlinear optimization problems, and a discussion of important algorithmic and computational aspects related to optimization. Prerequisites: MATH 113, OIT 115, or equivalent.
3 units · GSB Student Option LTR/PF
Optimization entails seeking decisions that maximize objectives while satisfying constraints, with applications across engineering, business, economics, statistics, data analysis, and everyday life. This course provides an in-depth and rigorous introduction to mathematical optimization, covering how to formulate, analyze, and solve real-world problems using modern optimization theory and software. Topics include finite-dimensional linear optimization problems with continuous and discrete variables, sensitivity and duality, basic elements of convex analysis, first- and second-order optimality conditions for nonlinear optimization problems, and a discussion of important algorithmic and computational aspects related to optimization. Prerequisites: MATH 113, 115, or equivalent.
Offered in Autumn 2026 at Stanford University.