Courses:

Course Info

• Course Number / Code:
• 15.093 (Fall 2004) 
• Course Title:
• Optimization Methods (SMA 5213) 
• Course Level:
• Graduate 
• Offered by :
• Massachusetts Institute of Technology (MIT)
  Massachusetts, United States  
• Department:
• Sloan School of Management 
• Course Instructor(s):
• Prof. Dimitris Bertsimas 
• Course Introduction:
•  
• 
  
  15.093 / 2.098 Optimization Methods (SMA 5213)
  
  
  
  

  Fall 2004

  
  
  

  
  
  

  Course Highlights

  
  
  

  This course features a complete set of lecture notes and assignments with solutions.

  
  
  

  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.

  This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5213 (Optimisation Methods).

  
  

  *Some translations represent previous versions of courses.