|This course provides a rigorous treatment of linear and integer optimization. It is designed for students that want to build large-scale optimization models and need an understanding of the underlying theory. The course will cover polyhedral theory, projection and inverse projection techniques for systems of linear inequalities, simplex and interior point algorithms, duality, decomposition techniques, and cutting planes. While this course is theoretical in nature, we will continually illustrate application of the theory to solving real, large-scale problems.|
|Professor will distribute lecture notes.|
|Grades will be based on problems sets, discussion, and a final exam.|
|Linear algebra and Calculus.
Description and/or course criteria last updated: 6/10
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