optimization

It is expected to endow the students with skills to:

• identify, analyse and structure optimization problems;
• build models for optimization problems;
• obtain solutions for continuous linear optimization problems using the simplex method and duality theory;
• analyse the robustness of continuous linear optimization problems solutions using sensitivity analysis;
• build solutions for mixed integer and binary optimization problems using tree-search algorithms;
• use CPLEX through OPL Studio interface to solve optimization problems and get insights on the solutions;
• use ILOG Solver to solve constraint programming models for combinatorial problems.

• Linear programing formulations for continuous linear optimization problems.
• Geometrical analysis of optimization problems.
• Solving Linear Programs, the Simplex Algorithm.
• Sensitivity analysis.
• Duality in Linear Programming.
• Mixes Integer Programming Models (Branch-and-Bound).
• Using IBM ILOG CPLEX Optimization Studio.
• Constraint Programming.