Optimization Theory and Methods
ENG SE 524
Introduction to optimization problems and algorithms emphasizing problem formulation, basic methodologies, and underlying mathematical structures. Classical optimization theory as well as recent advances in the field. Topics include modeling issues and formulations, simplex method, duality theory, sensitivity analysis, large-scale optimization, integer programming, interior-point methods, non-linear programming optimality conditions, gradient methods, and conjugate direction methods. Applications are considered; case studies included. Extensive paradigms from production planning and scheduling in manufacturing systems. Other illustrative applications include fleet management, air traffic flow management, optimal routing in communication networks, and optimal portfolio selection. Meets with ENGEC524. Students may not receive credit for both.
FALL 2014 Schedule
|A1||Paschalidis||PHO 205||TR 2:00 pm-4:00 pm||Mts w/ENG EC524|