isye6661syllabus - introduction to large scale optimization...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
ISyE 6661 - Spring 2009 Optimization I - Linear Programming Instructor: Renato D.C. Monteiro. Ofce: Groseclose Bldg 424. Phone #: 894-1450. Ofce hours: TR 11-12 Time and Place: TR 12-1:30, Instructional Center 207 (IC 207). Prerequisites: Math 2402. Description: In this course we study algorithms for solving linear programming problems. Topics to be covered include: 1) problem formulations; 2) simplex method in tableau and revised form; 3) duality theory; 4) geometry of the simplex method; 5) sensitivity and parametric analysis; 6) introduction to interior point methods; 7)
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: introduction to large scale optimization. Textbook: Dimitris Bertsimas and John N. Tsitsiklis, Introduction to Linear Opti-mization , Athena-Scientific, 1997. Grading policy: There will be two midterms (30% each) and a final exam (30%). Homeworks (10%) will be assigned every two to three weeks. They will be only partially graded. Exam dates: 1st exam (Feb 26) and 2nd exam (April 2)....
View Full Document

This note was uploaded on 04/09/2010 for the course ISYE 6661 taught by Professor Staff during the Fall '08 term at Georgia Tech.

Ask a homework question - tutors are online