CMOR 442: LARGE-SCALE OPTIMIZATION
Spring 2026 · Section 001 · CRN 22908
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.
- Credits
- 3
- Instructors
- Andrew Schaefer