BUSINESS Q773 / Mathematical Programming: Theory and Algorithms

3 unit(s)

(Cross-listed as CSE 776 and CHEM ENG 756)

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, 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.