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IEMS 454: Large Scale Optimization


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Description

Advanced course in optimization with an emphasis on large-scale models, algorithms, and computation.  Topics include:

  • Complexity of linear programming with the ellipsoid method
  • Separation and optimization
  • Path-following interior point methods, including self-dual methods
  • Column- and row-generation algorithms for linear, nonlinear, and integer programs
  • Further special topics, such as system and network interdiction; submodular optimization; and prioritization via optimization

MATERIALS

Recommended Text: Introduction to Linear Optimization, D. Bertsimas and J.N. Tsitsiklis, Athena Scientific, Belmont, Massachusetts, 1997. Additional materials (e.g., technical papers and course notes) will be distributed.