Course Description

63-324 Operations Research F(3-0) [0.50]

Mathematical models. Linear programming and sensitivity analysis. Network analysis: shortest path, maximum flow and minimal spanning tree problems. Introduction to non-linear programming. Constrained optimization: the Frank-Wolfe method. Deterministic and probabilistic dynamic programming.

Prerequisites: (63-215 or 63-216), 63-220, [0.50] credit in statistics.

Exclusion: 63-342.

Course Profile

1998-99 Undergraduate Calendar