IIND-2103 Optmimization Principles

The course covers mathematical modeling, the algorithmic ideas behind it and the mathematical properties of optimization models. It familiarizes the student with mathematical programming packages. The main subjects are: linear optimizations problems and its geometrical characterization, improving search, Simplex Method, initialization algorithms e.g. two-phase method, Big M method; duality theory, sensitivity analysis and linear problems with special structures like transport and transfer applications. Finally, a brief introduction to the Branch-and Bound Method, is presented

Credits

3

Instructor

Sefair Cristancho Jorge