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IEOR E4007 OPT MODELS & METHODS FOR FE. 3.00 points.

Lect: 3.

Prerequisites: Linear algebra.
Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed

Fall 2022: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 001/11984 M W 8:40am - 9:55am
Room TBA
Garud Iyengar 3.00 0/100