OPIM 8820 - Large-Scale Optimization Course uri icon



  • Covers computational techniques for solving optimization problems with a large number of variables and/or constraints. The techniques will have many business and engineering applications. With the emphasis on integer programming, we will study Branch-and-Cut, Lagrangian relaxation, column generation and Bender's decomposition, from both a theoretical and practical perspective. Students will learn to formulate and solve large-scale problems and learn how to apply these techniques for their research.