OPTIMIZATION MODELS & METHODS

Section

Professor

Course Information

Prerequisite: Linear algebra. Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering will be discussed.

Subject: Industrial Engineering and Operations Research(IEOR)

School: Fu Foundation School of Engineering and Applied Science

Course ID: 4007