Mathematical Programming

This course deals with the theory and application of mathematical programming models to various business problems. We focus on advanced topics in linear and network programming. These include the revised simplex method, duality, sensitivity analysis, large-scale solution methodology, interior point methods, and recent algorithmic developments. Issues and current approaches to the solution methodology for large-scale integer programming models will be discussed. A survey of nonlinear programming methods, including quadratic programming and convex programming will be presented. Students will have the opportunity to develop models and solve them on the computer.