This module will cover integer linear programming and its use in solving NP-hard (combinatorial optimization) problems. We will cover some examples of what integer linear programming is by formulating ...

AGEC 55200 - Introduction to Mathematical Programing Introduction to constrained and optimization problems and their solution using mathematical programming techniques. Theory and implementation of ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

Special attention will be devoted to portfolio optimization and to risk management problems. Prerequisites: Operations Management, Statistics. A survey of linear programming and its applications.

B. Orlin, A.P. Punnen and A. Schulz, Integer programming: Optimization and evaluation are equivalent. Book chapter, Springer LNCS, Proceedings of WADS 2009. S.N. Kabadi and A.P. Punnen, Anti-stalling ...