Introduction to Mathematical Programming, Fall 2009
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- Author:
- Bertsimas, Dimitris
- Subject:
- Mathematics and Statistics, Science and Technology
- Institution Name:
- M.I.T.
- Collection:
- MIT OpenCourseWare
- Grade Level:
- Post-secondary
- Abstract:
This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms.
- Languages:
- English
- Material Type:
- Homework and Assignments, Lecture Notes, Readings, Syllabi
- Media Format:
- Text/HTML, Downloadable docs
- Conditions of Use:
-
Creative Commons Attribution-Noncommercial-Share Alike 3.0
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