CSE 776 / MATHEMATICAL PROGRAMMING: THEORY AND ALGORITHMS

3 unit(s)

(cross-listed as BUSINESS Q773 and CHEM ENG 756)

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.