IOANNIS (YANNIS) CH. PASCHALIDIS
     Professor, Department of Electrical and Computer Engineering
     and Division of Systems Engineering
     Co-Director, Center for Information and Systems Engineering (CISE)

  I
P
                          College of Engineering
                                 Boston University

SE524/EC524 Optimization Theory and Methods

Fall 2009

Prerequisites

Working knowledge of Linear Algebra and some degree of mathematical maturity.

Description

Introduction to optimization problems and algorithms emphasizing problem formulation, basic methodologies and the underlying mathematical structures. Covers the classical theory of linear and nonlinear optimization as well as recent advances in the field. Topics include: modeling issues, simplex method, duality theory, sensitivity analysis, large scale optimization, integer programming, interior-point methods, network optimization, nonlinear programming optimality conditions, Lagrange multipliers, and gradient methods. Applications of the theory and techniques developed in the course will be considered and a few case studies will be analyzed. Illustrative applications include: production planning and scheduling in manufacturing systems, fleet management, optimal routing in communication networks, and optimal portfolio selection.

Instructor

Yannis Paschalidis
8 St. Mary's St., Room 429
yannisp at bu dot edu

Class Meets

Tue,Thu 12:00pm-2:00pm at PSY B53.

Course Information

Pick up a hard copy of a more detailed course information sheet.

Lecture Notes and Problem sets

• Lecture 1
• Lecture 2
• Problem Set 1
• Lecture 3
• Lecture 4
• Problem Set 2
• Lecture 5
• Lecture 6
• Lecture 7
• Problem Set 3
• Lecture 8
• Lecture 9
• Problem Set 4
• Lecture 10
• Lecture 11
• Lecture 12
• Companion for Lecture 12
• Problem Set 5
• Lecture 13
• Lecture 14
• Problem Set 6
• Lecture 15
• Lecture 16
• Problem Set 7
• Lecture 17
• Lecture 18
• Lecture 19
• Lecture 20
• Problem Set 8
• Lecture 21
• Lecture 22
• Problem Set 9