Optimization methods
Master
In Maynard (USA)
Description
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Type
Master
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Location
Maynard (USA)
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Start date
Different dates available
This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Network Training
- Algorithms
- Network
Course programme
Lectures: 2 sessions / week, 1.5 hours / session
Recitations: 1 session / week, 1 hour / session
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:
AMPL Student Version Download
ILOG AMPL CPLEX User Guide (PDF)
Contains useful AMPL/CPLEX directives
AMPL Tutorial (PDF)
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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Optimization methods