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MA 719 Vector Space Methods in System Optimization
Introduction to algebraic and function-analytic concepts used in system modeling and optimization: vector space, linear mappings, spectral decomposition, adjoints, orthogonal projection, quality, fixed points and differentials. Emphasis on geometricinsight. Topics include least square optimization of linear systems, minimum norm problems in Banach space, linearization in Hilbert space, iterative solution of system equations and optimization problems. Broad range of applications in operations research and system engineering including control theory, mathematical programming, econometrics, statistical estimation, circuit theory and numerical analysis.
Typically offered in Fall only