Master

In Maynard (USA)

Price on request

Description

  • Type

    Master

  • Location

    Maynard (USA)

  • 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

Maynard (USA)
See map
02139

Start date

Different dates availableEnrolment now open

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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

Price on request