Welcome to Optimisation course home page. I am Siva Athreya the instructor for the course.
Schedule: Monday 10am to 11am, Friday 10am to 11am, 2pm to 3pm.
Syllabus:
Systems of linear equations: Gaussian elimination, LU, QR decompositions, Singular values, SVD, Inner product spaces, Projections onto subspaces, Perron- Frobenius, Fundamental theorem of LP, The simplex algorithm, Duality and applications, LP and Game theory.
References:
1. A. R. Rao & Bhimasankaram: Linear Algebra.
3. G. Strang: Applied linear algebra.
4. C. R. Rao: Linear statistical inference.
5. H. Karloff: Linear programming.
Scoring:
Final Exam is worth 50 %, Midterm is worth 25 %, Homework(s) are worth 5 % and Quiz(es) are worth 20 %.
Homework Sets: