15.094 Systems Optimization: Models and Computation, Spring 2002
A local road map of Berlin. (Image courtesy of Prof. Robert M. Freund and Prof. Chung Piaw Teo from lecture 24 notes.)
Highlights of this Course
A comprehensive set of lecture notes, from basic principles, such as Linear Optimization, to sophisticated real-world applications are available. Also, there are problem sets in PDF format.
Course Description
An applications-oriented course on the modeling of large-scale systems in decision-making domains and the optimization of such systems using state-of-the-art optimization tools. Application domains include: transportation and logistics planning, pattern classification and image processing, data mining, design of structures, scheduling in large systems, supply-chain management, financial engineering, and telecommunications systems planning. Modeling tools and techniques include linear, network, discrete and nonlinear optimization, heuristic methods, sensitivity and post-optimality analysis, decomposition methods for large-scale systems, and stochastic optimization.