MSCI 634Deterministic Models in Operations Research

The objective of this course is to provide students with an in-depth understanding of the theory and algorithms in deterministic optimization. Specifically, it covers advanced topics in linear optimization including simplex method, duality, sensitivity analysis, and interior point methods. Then, topics in integer optimization including polyhedral theory, branch-and-bound, and cutting plane algorithm are discussed. Other topics such as nonlinear optimization and dynamic programming may be covered.