Optimization Modeling and Methods

Catalog description

Mathematical modeling of linear, integer, and nonlinear programming problems and computational methods for solving these classes of problems. I E 468 Optimization Modeling and Methods (3) This course provides an analytic treatment of optimization models in linear, integer, and nonlinear programming. In particular, the course is concerned with the development of mathematical optimization models and computational solution techniques for solving these problems. The mathematical modeling of real-world applications is complemented with the use of modeling software such as LINGO or GAMS (General Algebraic Modeling System), which allows the user to readily develop large-scale mathematical models. The course also considers solution techniques for solving these optimization problems. Students will develop a basic understanding of the solution techniques through actual implementation of simple algorithms, as well as the use of commercial software such as those provided by LINDO, LINGO, and GAMS.