The main objective of Mathematics of Optimization is to introduce linear optimization models, their solution techniques and interpretation of their solutions. Specifically, students will be able to:
- Model an optimization problem as a linear program and solve using the simplex method.
- Interpret the solutions of simplex algorithm in order to perform sensitivity analysis.
- Model various convex optimization problems as semidefinite programs and solve them using an appropriate interior point method.
- Model discrete optimization problems as integer programs and solve them using cutting plane and branch-and-bound methods.
Evaluation of Students
Students will demonstrate their mastery of the course objectives on frequent graded homework assignments, midterm and final examinations.
|Topics||Number of Weeks|
|Linear programming and simplex algorithm||7|
|Semidefinite programming and interior point algorithms||4|
|integer programming and cutting plane/branch-and-bound algorithms||4|
Introduction to Linear Optimization by Dimitris Bertsimas and John N. Tsitsiklis.
Submitted by: Serkan Hosten
Date: August 2012