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Optimization Methods

Massachusetts Institute of TechnologyUnited States15.093J
Free, no sign-up neededFall 2009English
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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…

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