Introduction to Mathematical Programming

Illustration depicting a line intersecting a three-dimensional object.

Topics in geometric programming are covered in lectures 2-4. (Courtesy of D. Bertsimas and J. N. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997.)

Instructor(s)

MIT Course Number

6.251J / 15.081J

As Taught In

Fall 2009

Level

Graduate

Cite This Course

Course Features

Course Description

This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms.

Archived Versions

Bertsimas, Dimitris. 6.251J Introduction to Mathematical Programming, Fall 2009. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-251j-introduction-to-mathematical-programming-fall-2009 (Accessed). License: Creative Commons BY-NC-SA


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