Optimization Methods
15.093J · Electrical Engineering and Computer Science, Sloan School of Management · Graduate · Fall 2009
Prof. Dimitris Bertsimas
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…
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Prof. Dimitris Bertsimas. 15.093J Optimization Methods. Fall 2009. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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