SE524/EC524 Optimization Theory and Methods
Working knowledge of Linear Algebra and
some degree of mathematical maturity.
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.
8 St. Mary's St., Room 429
yannisp at bu dot edu
Tu,Th 2:00pm-4:00pm at PHO 205.
Detailed course information sheet.
The CPLEX Manual.
Lecture Notes and Problem sets