INFT 881

Numerical Methods for Mathematical Optimization (3:3:0).

Prerequisite: OR 641, 642, and CS 583 or 644.

Description: Study of computational issues related to the solution of linear, integer, and nonlinear programming problems. Topics include the use of list processing, AI, parallel processing, efficient inversion techniques, and numerical analysis procedures. Complexity analysis and the structure of algorithms. Recent results relating to the worst case and average case performance of algorithms. Survey of the leading software. Students use, alter, and develop software throughout the course.

For a sample syllabus click here.

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