IE 501 Optimization Techniques I
Credit Information:
(3+0+0) 3
Description:
Linear programming modeling; linear algebra, convex analysis, polyhedral sets; simplex method; modeling with GAMS; algorithmic complexity; the computational efficiency of the simplex method; efficient simplex implementations; duality and the sensivity analysis; decomposition principle; computational complexity; the complexity of linear programming; interior point methods; introduction to convex programming.
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