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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:

1. Linear Optimization
2. Robust Optimization
3. Network Flows
4. Discrete Optimization
5. Dynamic Optimization
6. Nonlinear Optimization

Textbook

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

Requirements