Mathematics (MATH) - Optimization

MATH 5246  Optimization

Prerequisites:

MATH 2037 and MATH 2046

Hours:

Three hours of lecture per week for one term.

Credits:

3

Description:

The course will present students 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.

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