Instructor(s)
Prof. Dimitris Bertsimas
MIT Course Number
15.093J / 6.255J
As Taught In
Fall 2009
Level
Graduate
Course Description
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.