Pitt | Swanson Engineering
Courses
Industrial Engineering Course Description

IE 3051 - COMPUTATIONAL OPTIMIZATION


THIS COURSE ADDRESSES ISSUES ARISING IN THE IMPLEMENTATION OF OPTIMIZATION ALGORITHMS.  COMPUTATIONAL STRATEGIES AND TECHNIQUES WILL BE EXPLORED.  A MAJOR EMPHASIS WILL BE PLACED ON IMPLEMENTING VARIOUS ALGORITHMS FOR LARGE- SCALE LINEAR, NON LINEAR, AND INTEGER PROGRAMS.  SUCH ALGORITHMS INCLUDE BENDERS' DECOMPOSITION, DANTZIG-WOLFE DECOMPOSITION, LAGRANGIAN RELAXATION AND ALGORITHMS FOR SPECIALLY-STRUC TURED PROBLEMS.

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