BUSINESS *Q773 / Optimization I

3 unit(s)

Prerequisite(s): Enrolment in the PhD Program or permission of the instructor.

The course will cover topics in linear, integer and nonlinear programming. Concepts to be covered include convexity, duality, Karush-Kuhn-Tucker conditions, complexity and different algorithmic and heuristic approaches to solving optimization problems. A selection of application and theory papers will also be discussed. Software implementation issues will be highlighted via the use of a popular package called the General Algebraic Modeling System (GAMS).