MATP 6640 - Linear and Conic Optimization

A unified development of linear systems and linear optimization, polyhedral theory, the simplex method, interior point methods, decomposition methods for large-scale linear optimization problems, the ellipsoid method, column generation algorithms for stochastic optimization, and other problems. Semidefinite optimization, conic optimization.

Prerequisites/Corequisites: Prerequisite: MATH 2010 and MATP 4700 or equivalent or permission of instructor.

When Offered: Spring term even-numbered years.

Cross Listed: Cross listed as ISYE 6770. Students cannot obtain credit for both this course and ISYE 6770.

Credit Hours: 4