15.093J / 6.255J Optimization Methods

As taught in: Fall 2009

Diagram of nodes and paths in a network.

This course covers various techniques and algorithms for network optimization. (Image by Prof. Dimitris Bertsimas.)




Prof. Dimitris Bertsimas

Course Features

Course Description

This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods.