Course Schedule and Catalog
Course Catalog - 2024-2025
CMOR 442 - LARGE-SCALE OPTIMIZATION
Long Title: LARGE-SCALE OPTIMIZATION
Department: Comp Appl Math Operations Rsch
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 OR CMOR 360) AND COMP 140 AND (CMOR 302 OR CMOR 303 OR MATH 354 OR MATH 355)
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.