Optimization Methods (SMA 5213)

Course Info

Course Number/Code: 2.098 (Fall 2004)
Course Title: Optimization Methods (SMA 5213)
Course Level: Graduate
Offered By: Massachusetts Institute of Technology (MIT)
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Department: Sloan School of Management
Course Instructor(s): Prof. Dimitris Bertsimas
Course Introduction:
Syllabus Help support MIT OpenCourseWare by shopping at Amazon.com! MIT OpenCourseWare offers direct links to Amazon.com to purchase the books cited in this course. Click on the Amazon logo to the left of any citation and purchase the book from Amazon.com, and MIT OpenCourseWare will receive up to 10% of all purchases you make. Your support will enable MIT to continue offering open access to MIT courses.Course Topics

The course takes a unified view of optimization and covers the main areas of application and the main optimization algorithms. It covers the following topics:

Linear OptimizationRobust OptimizationNetwork FlowsDiscrete OptimizationDynamic OptimizationNonlinear Optimization

Textbook

Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific Press, 1997. ISBN: 9781886529199.

Requirements

Grading TableactivitiespercentagesHomework30%Midterm Exam30%Final Exam40%