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)
Department: Sloan School of Management
Course Instructor(s): Prof. Dimitris Bertsimas
Course Introduction:
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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


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


Grading TableactivitiespercentagesHomework30%Midterm Exam30%Final Exam40%