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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
Author(s): Bertsimas, Dimitris

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Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative C

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This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, s
Author(s): Bertsimas, Dimitris

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Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative C

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