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Jan 15, 2025
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CHEM ENG 756 / Mathematical Programming: Theory and Algorithms 3 unit(s)
(cross-listed as BUSINESS Q773 and CSE 776 )
The course will cover topics in linear, integer and nonlinear programming. Concepts to be covered include convexity, duality, Karush-Kuhn-Tucker conditions, non-differentiable optimization, Branch and cut, and decomposition methods (Lagrangian, Bender’s and Dantzig-Wolf). Software implementation issues will be highlighted via GAMS and its solvers.
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