University of Illinois Urbana-Champaign 3-4 credits Industrial Engineering
Practical methods of optimization of large-scale linear systems including extreme point algorithms, duality theory, parametric linear programming, generalized upper bounding technique, price-directive and resource-directive decomposition techniques, Lagrangian duality, Karmarkar's algorithm, applications in engineering systems, and use of state-of-the-art computer codes. 3 undergraduate hours. 3 or 4 graduate hours. Prerequisite: IE 310 and MATH 257 or MATH 415.
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