Linear and Integer Programming

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1500

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( MATH 302 or MATH 321 or MATH 331 ) and (CAAM 335 or CMOR 302 or CMOR 303 or MATH 355 or MATH 354 ) Description: This course provides a rigorous introduction to linear optimization with continuous and integral variables. We explore the theory and algorithms of linear and integer programming. Topics studied in the linear programming part include polyhedral theory, duality, and algorithms for solving linear programs. Building on linear programming, the second part of this course studies linear optimization with integral variables. Here, the topics covered are integral polyhedra and perfect formulations, including TU matrices and TDI systems. We culminate with exact methodologies for integer programming, including branch-and-bound and cutting-plane techniques. This course provides the foundations for further studies in convex optimization, combinatorial optimization, and stochastic programming. Graduate/Undergraduate Equivalency: CMOR 541 . Recommended Prerequisite(s): CAAM 378 or CMOR 360→CMOR 441→unlocks 2 courses

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