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This class is an applications-oriented course covering the modeling of large-scale systems in decision-making domains and the optimization of such systems using state-of-the-art optimization tools
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Description
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.
This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5223 (System Optimisation: Models and Computation).
Course content
- Optimization Modelling and Computaional Issues in Radiation Therapy Unlimited
- Increasing the Computational Effectiveness of the Simple Method Unlimited
- Working with the Basis Inverse Over a Sequence of Iterations Unlimited
- Applied Lagrange Duality for Constrained Optimization Unlimited
- Simple Routines for Optimization Unlimited
- Telecommunications System Design: Minimum-Cost Embeddings of Reliable Virtual Private Networks Unlimited
- Exact Algorithms for the Minimum-Cost Embeddings of Reliable Virtual Private Networks into Telecommunications Networks Unlimited
- Column Generation Unlimited
- Column Generation II: Application in Distribution Network Design Unlimited
- Module on Large-Scale Integer Programming and Combinatorial Optimization Unlimited
- Introduction to Convex Constrained Optimization Unlimited
- Facility Location and Distribution System Planning Unlimited
- Network Design: Network Loading and Pup Matching Unlimited
- Pattern Classification, and Quadratic Problems Unlimited
- Solution Methods for Quadratic Optimization Unlimited
- Notes for Class: Analytic Center, Newton’s Method, and Web-Based ACA Unlimited
- Truss Design and Convex Optimization Unlimited
- Stochastic Linear Optimization, and Extensions Unlimited
- Optimization under Uncertainty Unlimited
- Benders’ Decomposition Methods for Structured Optimization, including Stochastic Optimization Unlimited
- Truss Structures – Natural Frequency Manipulation via SDP Unlimited
- Selfish Routing in Capacitated Networks Unlimited
- System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion Unlimited
- Effective Route Guidance in Traffic Networks Unlimited
- Effective Route Guidance in Traffic Networks (cont.) Unlimited
Instructor
