Skip over navigation

Course Offerings

Course Evaluation Results

Course Details

Fall 2016-2017
ORF 522   Graded A-F, P/D/F, Audit

Linear and Nonlinear Optimization

Mengdi Wang

Topics discussed include: the simplex method and its complexity, degeneracy, duality, the revised simplex method, linear programming in game theory, primal-dual interior point methods, nonlinear optimality conditions, KKT conditions, first order and Newton's methods for nonlinear optimization, dynamic programming. A broad spectrum of applications are presented.

Sample reading list:
R. J. Vanderbei, Linear Programming: Foundations & Extensions

Take Home Final Exam - 60%
Problem set(s) - 40%

Other Requirements:
Not Open to First Years.

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
21416 L01 01:30:00 pm - 02:50:00 pm T Th   Sherrerd Hall   001   Enrolled:21 Limit:25