Course Catalog - 2011-2012

     

CAAM 471 - INTRO TO LINEAR/INTEGER PROG.

Long Title: INTRODUCTION TO LINEAR AND INTEGER PROGRAMMING
Department: *Computational & Applied Math*
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Description: Linear and integer programming involve formulating and solving fundamental optimization models widely used in practice. This course introduces the basic theory, algorithms, and software of linear and integer programming. Topics studied in the linear programming part include polyhedron concepts, simplex methods, duality, sensitivity analysis and decomposition techniques. Building on linear programming, the second part of this course introduces modeling with integer variables and solution methodologies in integer programming including branch-and-bound and cutting-plane techniques. This course will provide a basis for further studies in convex and combinatorial optimization. Credit may not be received for both CAAM 471 and CAAM 571. Recommended Prerequisites: CAAM 335.