This course builds on the foundations of Optimization I and explores advanced topics in optimization and decision-making. Students study extensions of advanced linear and integer programming, large-scale and decomposition methods, and modern algorithmic approaches. The course may include topics such as optimization under uncertainty, stochastic programming, dynamic programming, and sequential decision problems. Applications to real-world systems and the use of advanced optimization software are emphasized throughout.
This course emphasizes the applications of optimal solutions to linear algebraic systems using the simplex method of linear programming. This includes an in-depth development of the simplex method, the theory of duality, an analysis of the dual problem, convex hull concepts, integer programming, sensitivity analysis and the revised simplex procedure. Additional computational techniques that are applicable to specific mathematical models such as the transportation problem, assignment problem and network problems are also studied. Problems illustrating applications are emphasized throughout the course. Use of existing computer software to solve problems is also emphasized.
This course emphasizes the applications of optimal solutions to linear algebraic systems using the simplex method of linear programming. This includes an in-depth development of the simplex method, the theory of duality, an analysis of the dual problem, convex hull concepts, integer programming, sensitivity analysis and the revised simplex procedure. Additional computational techniques that are applicable to specific mathematical models such as the transportation problem, assignment problem and network problems are also studied. Problems illustrating applications are emphasized throughout the course. Use of existing computer software to solve problems is also emphasized.
This course emphasizes the applications of optimal solutions to linear algebraic systems using the simplex method of linear programming. This includes an in-depth development of the simplex method, the theory of duality, an analysis of the dual problem, convex hull concepts, integer programming, sensitivity analysis and the revised simplex procedure. Additional computational techniques that are applicable to specific mathematical models such as the transportation problem, assignment problem and network problems are also studied. Problems illustrating applications are emphasized throughout the course. Use of existing computer software to solve problems is also emphasized.
This course emphasizes the applications of optimal solutions to linear algebraic systems using the simplex method of linear programming. This includes an in-depth development of the simplex method, the theory of duality, an analysis of the dual problem, convex hull concepts, integer programming, sensitivity analysis and the revised simplex procedure. Additional computational techniques that are applicable to specific mathematical models such as the transportation problem, assignment problem and network problems are also studied. Problems illustrating applications are emphasized throughout the course. Use of existing computer software to solve problems is also emphasized.
