Optimization Methods

Catalog description

This course covers algorithmic and computational tools for solving optimization problems with the goal of providing decision-support for business intelligence. We will cover the fundamentals of linear, integer and nonlinear optimization. We will emphasize optimization as a large-scale computational tool, and show how to link programming languages with optimization software to develop industrial-strength decision-support systems. We will demonstrate how to incorporate uncertainty into optimization problems. Throughout the course, we will cover a variety of modern applications, including pricing and marketing for e-commerce, ad auctions on the web, and on-line ride-sharing.