Introduction to mathematical programming

Master

In Maynard (USA)

Price on request

Description

  • Type

    Master

  • Location

    Maynard (USA)

  • Start date

    Different dates available

This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms.

Facilities

Location

Start date

Maynard (USA)
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02139

Start date

Different dates availableEnrolment now open

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Subjects

  • Network Training
  • Programming
  • Geometry
  • Algorithms
  • Network

Course programme

Lectures: 2 sessions / week, 1.5 hours / session


Recitations: 1 session / week, 1 hour / session


This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms.


Grades will be determined by performance on the following requirements. Weights are approximate, and class participation is an important tie breaker.


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Introduction to mathematical programming

Price on request