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Course Meeting Times

Lectures: 2 sessions / week, 1.5 hours / session

Recitations: 1 session / week, 1 hour / session

Course Content

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:

  1. Linear optimization
  2. Robust optimization
  3. Network flows
  4. Discrete optimization
  5. Dynamic optimization
  6. Nonlinear optimization

Tools

ILOG AMPL CPLEX User Guide (PDF)
Contains useful AMPL/CPLEX directives

AMPL Tutorial (PDF)

Scrutiny 8 1 18 – Suite Of Web Optimization Tools Free

Course Requirements and Grading

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

Grading criteria.
ACTIVITIESPERCENTAGES
Homework30%
Midterm exam30%
Final exam40%

Scrutiny 8 1 18 – Suite Of Web Optimization Tools Pdf

Scrutiny 8 1 18 – Suite Of Web Optimization Tools

Calendar

Course calendar.
LEC #TOPICS
1Applications of linear optimization
2Geometry of linear optimization
3-4Simplex method
5-6Duality theory
7Sensitivity analysis
8Robust optimization
9Large scale optimization
10-11Network flows
12Applications of discrete optimization
13Branch and bound and cutting planes
Midterm exam
14Lagrangean methods
15Heuristics and approximation algorithms
16Dynamic programming
17Applications of nonlinear optimization
18Optimality conditions and gradient methods
19Line searches and Newton's method
20Conjugate gradient methods
21Affine scaling algorithm
22Interior point methods
23-24Semidefinite optimization I
Final exam

Welcome!

Scrutiny 8 1 18 – Suite Of Web Optimization Tools Tool

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Scrutiny 8 1 18 – Suite Of Web Optimization Tools Free

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