2011-2012 University Catalog 
  
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2011-2012 University Catalog

OR 640 - Global Optimization and Computational Intelligence

Credits: 3 (NR)
Introduction to global optimization of nonconvex mathematical programs and numerical methods for the solution of such problems. Topics covered include high-level survey of traditional mathematical programming algorithms; critical comparison of metaheuristics and artificial intelligence (AI) algorithms to traditional mathematical programming algorithms; probabilistic search, multistart methods, statistical tests of performance and confidence, simulated annealing, genetic algorithms, neural networks, Tabu search, homotopies and tunneling; the traveling salesman problem, the Steiner problem, Stackelberg-Cournot-Nash mathematical games and other classical nonconvex optimization problems.

Prerequisite(s): MATH 203 or equivalent, and knowledge of a scientific programming language.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0