15.093 / 2.098 Optimization Methods (SMA 5213), Fall 2004

Bertsimas, Dimitris

Author(s)

Bertsimas, Dimitris

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Alternative title

Optimization Methods (SMA 5213)

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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. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5213 (Optimisation Methods).

Date issued

2004-12

URI

http://hdl.handle.net/1721.1/67658

Department

Sloan School of Management; Massachusetts Institute of Technology. Department of Mechanical Engineering

Other identifiers

15.093-Fall2004

local: 15.093

local: 2.098

local: IMSCP-MD5-eadde07b1707bc161146b56ad5a9111d

Keywords

principal algorithms, linear, network, discrete, nonlinear, dynamic optimization, optimal control, methodology and the underlying mathematical structures, 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, dynamic programming, optimal control methods, SMA 5213, 2.098, 15.093

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