Basic Optimization

AY2015/2016 Semester 2

This is the first course in optimization and operations research. Basic methods and concepts are introduced. * Introduction of optimization models: objective and constraints, convex sets and functions, polyhedron and extreme points * Introduction to LP: solving 2-variable LP via graphical methods; simplex method; dual LP and sensitivity analysis * Karush-Kuhn-Tucker optimality conditions, optimal solution via optimality conditions, Duality theory * Network optimization: Shortest path, maximum flow, minimum cost flow, assignment problem, transportation problem, network simplex method.