Computational Applied Mathematics and Operations Research
Assistant Professor of Computational Applied Mathematics and Operations Research
Member, Ken Kennedy Institute
Average rating
4.0
16 temporary mock ratings
Difficulty
2.8
course-linked average
Courses
5
in seeded sections
Sebastian is broadly interested in operations research and optimization under uncertainty. He works on models and applications of decision-making under uncertainty, and much of his current work is motivated by applications in cloud computing and e-commerce. He is also broadly interested in mathematical optimization, especially discrete optimization, and Markov decision processes applied to revenue management and resource allocation.
CMOR 441
This course provides a rigorous introduction to linear optimization with continuous and integral variables. We explore the theory and algorithms of linear and integer programming. Topics studied in the linear programming part include polyhedral theory, duality, and algorithms for solving linear programs. Building on linear programming, the second part of this course studies linear optimization with integral variables. Here, the topics covered are integral polyhedra and perfect formulations, including TU matrices and TDI systems. We culminate with exact methodologies for integer programming, including branch-and-bound and cutting-plane techniques. This course provides the foundations for further studies in convex optimization, combinatorial optimization, and stochastic programming. Cross-list: CMOR 541. Recommended Prerequisite(s): CAAM 378 or CMOR 360
CMOR 490
Semester-long undergraduate-level research on a topic in computational and applied mathematics and/or operations research. Repeatable for Credit.
CMOR 541
This course covers the same lecture material as CMOR 441, but fosters greater theoretical sophistication through more challenging problem sets and exams. Cross-list: CMOR 441.
CMOR 590
Semester-long graduate-level research on a topic in computational and applied mathematics and/or operations research. Repeatable for Credit.
CMOR 800
This course is for MA or PhD students working on their thesis research. Repeatable for Credit.
