Math 364: Principles of Optimization

Course Description

Optimization is used to model and solve problems from business, engineering, sciences, sports, and several other areas. This course will give an introduction to linear optimization and to integer linear optimization. Emphasis will be given to model formulation, basic theory behind solution techniques and algorithms, and to the use of modeling software. Topics covered will include linear programming formulations, the simplex algorithm, duality, and integer programming formulations. A modeling software (such as AMPL) will be introduced. Students will learn how to create models using this tool and to interpret the solutions. The targeted audience is junior or senior undergraduate students. A basic background in linear algebra (Math220) will be required to follow the contents of the course.

Syllabus and Schedule   (Updated)

Announcements

Sun, Aug 18: The class will meet in VUB 126.
Fri, Nov 15: There will no live lectures next week (Nov 19, 21). Video lectures are posted instead.