Optimization Theory and Methods
ENG EC 524
Undergraduate Prerequisites: (ENGEK103 OR CASMA142) - 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. Same as ENG EC 674, ENG SE 524, ENG SE 674. Students may not receive credit for both.


