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This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems.
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English [CC]
FREE
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Description
The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms.
Course content
- Formulations Unlimited
- Geometry I Unlimited
- Geometry II Unlimited
- Geometry III Unlimited
- Simplex method I Unlimited
- Simplex method II Unlimited
- Simplex method III Unlimited
- Simplex method IV Unlimited
- Duality theory I Unlimited
- Duality theory II Unlimited
- Duality theory III Unlimited
- Sensitivity analysis Unlimited
- Robust optimization Unlimited
- Large scale optimization I Unlimited
- Large scale optimization II Unlimited
- Network flows I Unlimited
- Network flows II Unlimited
- The Ellipsoid method Unlimited
- Problems with exponentially many constraints Unlimited
- Interior point methods I Unlimited
- Interior point methods II Unlimited
- Interior point methods III Unlimited
- Semidefinite optimization Unlimited
- Discrete optimization I Unlimited
- Discrete optimization II Unlimited
Instructor
Massachusetts Institute of Technology
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