Course Topics
The course takes a unified view of optimization and covers the main areas of application and the main optimization algorithms. It covers the following topics:
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Linear Optimization
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Robust Optimization
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Network Flows
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Discrete Optimization
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Dynamic Optimization
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Nonlinear Optimization
Textbook
Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific Press, 1997. ISBN: 1886529191.
Requirements
Grading Table
| Homework |
30% |
| Midterm Exam |
30% |
| Final Exam |
40% |