SE524/EC524 Optimization Theory and Methods

Fall 2014

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

Tu,Th 2:00pm-4:00pm at PHO 205.

Course Information

Detailed course information sheet.

CPLEX Manual

The CPLEX Manual.

 

Lecture Notes and Problem sets