IEORE6613 Optimization, I

Instructor: Vineet Goyal

Additional Information: IEOR_E6613_Fall_2012_Syllabus.pdf

4.5 pts. Refer to course syllabus. Theory and geometry of linear programming. The simplex method. Duality theory, sensitivity analysis, column generation and decomposition. Interior point methods. Introduction to nonlinear optimization: convexity, optimality conditions, steepest descent and Newton's method, active set and barrier methods.

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