Academic Calendar 2020/2021 - Optimization

MATH 4246  Optimization

Prerequisites:

MATH 2037 and MATH 2046 (or their equivalents); or instructor's permission.

Hours:

Three hours of lecture per week for one term.

Credits:

3

Description:

Students are presented with a broad overview of linear, non-linear, continuous, discrete and combinatorial optimization methods and algorithms. Topics include Simplex method, duality, integer programming, branch-and-bound, local search, Barvinok polynomials, gradient methods, Lagrange multipliers, convex optimization, linear Diophantine equations, optimal network flows, bipartite matchings, and others as chosen by the instructor. The course can be taught together with MATH 5246 Optimization with the undergraduate students being subject to different assignments and evaluation criteria than the graduate students.