ISE 3200 Linear and Integer Programming
In this course we will show that linear programming (LP) problems are important for industry, explain how to formulate such problems, how to solve them and how to interpret the results. We will do likewise with mixed-integer linear programming (MILP) problems.
After successfully completing this course, you will be capable of analyzing relevant industry problem by formulating them as LP or MILP problems, solving them and interpreting the results obtained.
Contents:
0. Welcome:
1. Linear programming:
2. Mixed integer linear programming:
3 MILP linearizing nonlinearities
3. Homeworks:
4. Midterm Exams:
5. Final Exams:
Textbook:
R. Sioshansi, A. J. Conejo, Optimization in Engineering. Models and Algorithms. Springer, New York, New York, 2017.