AMSC 477 (Optimization)
| DESCRIPTION |
An introductory graduate course designed to expose students
to
optimization and its engineering applications. Topics include problem
modeling, search-based optimization, the simplex method and the
interior point method for solving linear programs, multi-objective
optimization, discrete optimization models, and unconstrained
nonlinear optimization. In this course, several applications of
optimization in the fields such as transportation, project management,
manufacturing, and facility location etc., will be covered in class,
or be given in homework assignments. |
| PREREQUISITES |
AMSC/CMSC/MAPL 460, or AMSC/CMSC/MAPL 466, or AMSC/CMSC/MAPL
467.
Note: AMSC 477 is cross-listed with CMSC 477. Credit will
be granted for only one of the following: AMSC 477, CMSC 477, or MAPL
477. Formerly MAPL 477.
|
| TOPICS |
- Mathematical Modeling and the Operations Research Approach
(including background review)
- Introduction to Formulation and Classification of
Optimization Models (including integer programming)
- Elements of Improving Search-Based Optimization Algorithms
(including improving search, convexity, and local and global optima)
- Formulation and Modeling of Linear Programs
- Simplex Algorithm for Solving Linear Programs
- Duality and Sensitivity in Linear Programming
- Multi-objective Optimization and Goal Programming
- Dynamic programming (including shortest paths and CPM in
project management)
- Unconstrained Nonlinear Programming (including
one-dimensional search, local and global optimality condition,
Newton^Òs method)
|
| TEXT |
Text(s)
typically used in this course. |
|
