SIE 640
Large-Scale Optimization
Fall
Required Course:
No
Course Level
Graduate
Units
3
Prerequisite(s)
SIE 544 or 545
Syllabus
FallCourse Description
Decomposition-coordination algorithms for large-scale mathematical programming. Methods include generalized Benders decomposition, resource and price directive methods, subgradient optimization, and descent methods of nondifferentiable optimization. Application of these methods to stochastic programming will be emphasized.