Fall 2022
OPTIMIZATION I
, 4.5 pts, E6613OPTIMIZATION I
Theory and geometry of linear programming. The simplex method. Duality theory, sensitivity analysis, column generation and decomposition. Interior point methods. Introduction to nonlinear optimization: convexity, optimality conditions, steepest descent, and Newton’s method, active set, and barrier methods.
- Section Number
- 001
- Call Number
- 12443
- Day, Time & Location
- TR 11:40AM-12:55PM 415 Schapiro [SCEP]
- Instructor
- Vineet Goyal