Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of ...

When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...

This course offers an introduction to mathematical nonlinear optimization with applications in data science. The theoretical foundation and the fundamental algorithms for nonlinear optimization are ...

Adopting an appropriate factor model enables us to pinpoint the hidden forces that drive the movement of the market and contribute to its systematic risk. We argue that risk management should be ...

The course is designed to provide engineering students a view of optimization as a tool for engineering decision making. Students will be given a fundamental introduction to the optimization ...