SIE640
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SIE640 - Large-Scale Optimization
Course ID
031199
Course 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.
Min Units
3
Max Units
3
Repeatable for Credit
No
Grading Basis
GRD - Regular Grades A, B, C, D, E
Career
Graduate
Course Requisites
SIE 544 or SIE 545.
May be convened with
Component
Lecture
Optional Component
No