MAT3007
MAT3007: Optimization Notes
CUHK-Shenzhen · Spring 2026
CUHK-Shenzhen MAT3007 Optimization notes, Spring 2026: linear programming, duality, integer and convex optimization, and KKT conditions. Free PDF and LaTeX source.
Topics covered
- Linear programming: Modeling, transformations, geometry, and the simplex method.
- Duality & integer optimization: Duality theory, sensitivity analysis, LP relaxation, and branch-and-bound.
- Optimality & convexity: Unconstrained and constrained optimality, KKT conditions, and convex optimization.
- Nonlinear optimization: Algorithms for nonlinear problems.