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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 2019: IEOR E6613
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6613 001/10278 T Th 4:10pm - 5:25pm
834 Seeley W. Mudd Building
Donald Goldfarb 4.5 37/40