Mathematical Programming: Theory and Algorithms

Topics

• Course will cover topics in linear
• Integer and nonlinear programming
• Concepts to be covered include convexity
• Duality
• Karush-Kuhn-Tucker conditions
• Non-differentiable optimization
• Branch and cut
• Decomposition methods (Lagrangian
• Bender’s and Dantzig-Wolf
• Software implementation issues
• Highlighted via GAMS