Department Vice Chair, Director of the PHD Program and Professor
Jay Sethuraman joined Columbia University's Department of Industrial Engineering and Operations Research Department in 1999. His research interests are in the areas of scheduling, discrete optimization and its applications, and applied probability. He is currently the Director...
IEORE3608 Introduction to Mathematical Programming
Instructor: Jay Sethuraman
Additional Information: IEOR_E3608_Fall_2012_Syllabus.pdf
4 pts. Lect: 3. Recit: 1. MATH V2010: Linear Algebra. For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. This class must be taken during (or before) the fifth semester. Mathematical programming is one of the most important techniques used by an operations research specialist. Solid understanding of its basics is necessary in almost all branches of our discipline. This course is an introduction to mathematical programming models and computational techniques. It covers the following areas: linear programming and the simplex method, dynamic programming, network flow models and algorithms, implicit enumeration for integer programs. A wide range of applications is also discussed. This course is a foundation and a prerequisite for a large number of more advanced courses in the department. IEOR E3608 must be completed by the fifth term. Only students with special academic circumstances may be allowed to take these courses in alternative semesters with the consultation of CSA and Departmental advisors.