Courses:

Systems Optimization: Models and Computation (SMA 5223) >> Content Detail



Syllabus



Syllabus

Amazon logo When you click the Amazon logo to the left of any citation and purchase the book (or other media) from Amazon.com, MIT OpenCourseWare will receive up to 10% of this purchase and any other purchases you make during that visit. This will not increase the cost of your purchase. Links provided are to the US Amazon site, but you can also support OCW through Amazon sites in other regions. Learn more.


Description


This class is a computational and application-oriented introduction to the modeling of large-scale systems in a wide variety of decision-making domains and the optimization of such systems using state-of-the-art optimization software. Application domains include transportation and logistics, pattern classification, structural design, financial engineering, and telecommunications system planning. Modeling tools and techniques covered include linear, network, discrete, and nonlinear optimization, heuristic methods, sensitivity and post-optimality analysis, decomposition methods for large-scale systems, and stochastic optimization. This course is oriented around computation and computation-related issues in developing and solving large-scale optimization models.



Prerequisites


MIT subject 15.093J or 15.081J / 6.251J, or permission of instructor



Course Texts


Amazon logo Bertsimas, D., and J. Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific, 1997. ISBN: 1886529191.

Amazon logo Van Hentenryck, Pascal. The OPL Optimization Programming Language. Cambridge, MA: MIT Press, 1999. ISBN: 0262720302.



Grading Assessment


Activitiespercentages
Problem Sets35%
Midterm Exam30%
Final Project25%
Class Interaction10%

 








© 2010-2021 OpenCollege.com, All Rights Reserved.
Open College is a service mark of AmeriCareers LLC.