15.093 / 2.098 Optimization Methods (SMA 5213), Fall 2004
Name
15-093-fall-2004/contents/index.htm
Size
16.72 KB
Format
HTML
Checksum (MD5)
0952b1b5b8676348c6a8bfdfa1b5b703
Author(s)
Bertsimas, Dimitris
Alternative Title
Optimization Methods (SMA 5213)
Date Issued
December 2004
Abstract
This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5213 (Optimisation Methods).
Subjects
principal algorithms
linear
network
discrete
nonlinear
dynamic optimization
optimal control
methodology and the underlying mathematical structures
simplex method
network flow methods
branch and bound and cutting plane methods for discrete optimization
optimality conditions for nonlinear optimization
interior point methods for convex optimization
Newton's method
heuristic methods
dynamic programming
optimal control methods
SMA 5213
2.098
15.093
MIT Department
Sloan School of Management
Massachusetts Institute of Technology. Department of Mechanical Engineering
Terms of Use
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