**Prerequisites & Bulletin Description**

## Course Objectives

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.

## Course Outline

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 |

## Textbook

*Introduction to Linear Optimization* by Dimitris Bertsimas and John N. Tsitsiklis.

Submitted by: Serkan Hosten

Date: August 2012