Professor Vineet Goyal joined the Industrial Engineering and Operations Research Department in 2010. He received his Bachelor's degree in Computer Science from Indian Institute of Technology, Delhi in 2003 and his Ph.D. in Algorithms, Combinatorics and Optimization (ACO) from Carnegie Mellon...
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.