Math 417-487-699 (Fall 2015). This is an introduction to mathematical optimization, also known as mathematical programming.
Math 417-487-699. (Fall 2015)
The course gives a grounding in several core topics in Mathematical Optimization and provides brief introductions to several selected advanced topics.
Core topics include Linear Programming (models, solution techniques, duality, sensitivity and parametric analysis), Operation Research Models (inventory management, lot-sizing, network design), Integer Programming (the branch and bound and Gomory methods, lift and project), Polyhedral Combinatorics (affine linear algebra and cutting plane theory).
Brief introductions will then be given for selected topics amongst the following: Optimization with Uncertainty (Robust, Stochastic and/or Chance-constrained programming), Theory of Games, Approximation algorithms, Bi-level programming, Convex Optimization, Optimization with Excel spreadsheets.
Here is the course outline.