IE 5311 - Principles of Optimization

3 Semester Credit Hours

Prerequisite: Previous courses in operations research that emphasize the modeling of optimization problems, a strong understanding of multi-variable calculus and linear algebra, and the ability to read and write rigorous mathematical proofs. Linear optimization models: theory and application. Includes simplex, revised simplex, dual, and primal-dual algorithms, sensitivity and parametric analysis, duality theory, decomposition, linear complementarity problem, assignment and transportation problems, and Karmarkar’s algorithm.