CMOR 442: LARGE-SCALE OPTIMIZATION
Spring 2025 · Section 001 · CRN 24882
Decomposition of large-scale linear, nonlinear and integer programs. Minkowski representation of polyhedra. 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. Cross-list: INDE 546. Recommended Prerequisite(s): CMOR 441 and MATH 302
- Credits
- 3
- Instructors
- Tu Nguyen