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May 09, 2025
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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: ISYE 6770 . Students cannot obtain credit for both this course and ISYE 6770 .
Credit Hours: 4
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