6.215 Optimization Methods
Introduces the principal algorithms for linear, network, discrete, robust, nonlinear, and dynamic optimization. Emphasizes methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods. Expectations and evaluation criteria differ for students taking graduate version; consult syllabus or instructor for specific details.
This class has 18.06 as a prerequisite.
Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in 2-190.
This class counts for a total of 12 credits.
You can find more information on MIT OpenCourseWare at the Optimization Methods in Management Science site.
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