Syllabus
Course Meeting Times
Lectures: 2 sessions / week, 1.5 hours / session
Recitations: 1 session / week, 1 hour / session
Course Topics
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:
- Linear Optimization
- Robust Optimization
- Network Flows
- Discrete Optimization
- Dynamic Optimization
- Nonlinear Optimization
Textbook
Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific Press, 1997. ISBN: 9781886529199.
Requirements
activities | percentages |
---|---|
Homework | 30% |
Midterm Exam | 30% |
Final Exam | 40% |