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IEMS 454: Large-Scale Optimization

Quarter Offered

Winter : MW 9:30-10:50 ; Morton

Prerequisites

IE 450-1 or equivalent

Description

Advanced topics in optimization with an emphasis on algorithms and computation.

Topics

Complexity of linear programming and the ellipsoid method; separation and optimization; path-following interior point methods, including self-dual methods; decomposition algorithms for linear, nonlinear, and integer programs using row- and column-generation methods; applications.