IEOR E6613 Optimization, I. 4.5 points.
Prerequisites: Refer to course syllabus.
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.
Fall 2018: IEOR E6613
|Course Number||Section/Call Number||Times/Location||Instructor||Points||Enrollment|
|IEOR 6613||001/14946||M W 11:40am - 12:55pm
834 Seeley W. Mudd Building
|IEOR 6613||R01/75006||F 12:00pm - 1:00pm