This course introduces applications and algorithms for linear, network, integer, and nonlinear optimization. Topics include the primal and dual simplex methods, network flow algorithms, branch and bound, interior point methods, Newton and quasi-Newton methods, and heuristic methods. Students will gain experience in formulating models and implementing algorithms using MATLAB. No previous experience with the software is required.

Course prerequisite(s): 

Multivariate calculus, linear algebra. Some real analysis would be good but is not required.

Course note(s): 

Due to overlap in much of the subject matter in 625.615 and 625.616, a student may not receive credit towards the MS or post-master's certificate for both 625.615 and 625.616.

Course instructor(s): 
Castello

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