Mathematical Programming and Optimization

Catalog description

This course is an introduction to combinatorial and integer and non-linear mathematical programming techniques for optimization. The course focuses on mathematical programming and optimization techniques to solve real-life industry problems and support managerial decision making. The course will cover basic deterministic methods of operations research including linear programming, network flow, integer programming, transportation, assignment and trans-shipment problems, decision making under uncertainty and their applications. The emphasis is on mathematical formulation of real-world industry problems, interpretation of computer solutions, and sensitivity analysis of optimal solutions.