454: Large-Scale Optimization
Description
Practical methods for solving large optimization problems on a computer, principally the simplex method of linear programming. Organization of storage, sparse elimination, LU updating, choice of simplex pivots, partial and steepest-edge pricing, and numerical stability. Nonlinear, combinatorial, or specialstructured optimization as appropriate
Prerequisites
IE 450-1 or equivalent
Offerings
Instructor(s)
File(s)
Textbook(s)
