CMOR 442: LARGE-SCALE OPTIMIZATION
Spring 2024 · Section 001 · CRN 24882
Decomposition of large-scale linear, nonlinear and integer programs. Minkowski representation of polyhedral. Benders' and Dantzig-Wolfe decomposition. Relaxations, including Lagrangian relaxation. Examples include multicommodity flow and stochastic linear programs. Design and testing of computational strategies for difficult optimization problems. Students will implement projects in Python and JuMP. Cross-list: INDE 546.
- Credits
- 3
- Instructors
- Andrew Schaefer