Course Catalog - 2021-2022

     

CAAM 476 - LARGE-SCALE OPTIMIZATION

Long Title: LARGE-SCALE OPTIMIZATION
Department: Computational & Applied Math
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisite(s): CAAM 378 AND COMP 215
Description: Decomposition of large-scale linear, nonlinear and integer programs. Minkowski representation of polyhedral. Benders' and Dantzig-Wolfe decomposition. Relaxations, including Lagrangian relaxation. Examples include multicommodity flow and stochastic linear programs. Design and testing of computational strategies for difficult optimization problems. Students will implement projects in Python and JuMP. Graduate/Undergraduate Equivalency: INDE 546. Mutually Exclusive: Cannot register for CAAM 476 if student has credit for INDE 546.