Math 430: Mathematics of Optimization

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:

  1. Model an optimization problem as a linear program and solve using the simplex method. 
  2. Interpret the solutions of simplex algorithm in order to perform sensitivity analysis. 
  3. Model various convex optimization problems as semidefinite programs and solve them using an appropriate interior point method. 
  4. 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 & Length
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