Description: Basics of numerical optimization: problem formulation, conditions of optimality, search direction and step length. Calculus-based techniques for univariate and multivariate optimization.

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

This is the course homepage for both daytime and evening sections of OPMT 5701. This course Introduces calculus to business students. Topics reviewed are matrix algebra, differentiation and ...