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Optimization Methods, Fall 2009

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Author:
Subject:
Mathematics and Statistics, Science and Technology
Institution Name:
M.I.T.
Collection:
MIT OpenCourseWare
Grade Level:
Post-secondary
Abstract:

This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods.

Languages:
English
Material Type:
Assessments, 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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