Principles of Optimization (Math 364)

Course Overview

Optimization is used to model and solve problems from business, engineering, sciences, sports, and several other areas. This course will give an introduction to linear optimization and to integer linear optimization. Emphasis will be given to model formulation, basic theory behind solution techniques and algorithms, and to the use of modeling software. Topics covered will include linear programming formulations, the simplex algorithm, duality, and integer programming formulations. A modeling software (such as AMPL) will be introduced. Students will learn how to create models using this tool and to interpret the solutions. The targeted audience is junior or senior undergraduate students. A basic background in linear algebra (Math 220) will be required to follow the contents of the course.