Applied Mathematics 121 -- Introduction to Optimization: Models and MethodsCourse Description: Introduction to basic mathematical ideas and computational methods for solving deterministic and stochastic optimization problems. Topics covered: linear programming, integer programming, branch-and-bound, branch-and-cut, Markov chains, Markov decision processes, queuing theory. Emphasis on modeling. Examples from business, society, engineering, sports, e-commerce. Exercises in AMPL, complemented by Maple or Matlab.
Instructor: David C. Parkes
Prerequisites: Applied Mathematics 21b or Mathematics 21b (linear algebra) and some knowledge of probability and statistics at the level of Statistics 110 or Engineering Sciences 101 or permission of instructor.
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