Optimization and Simulation Methods for Analytics

Syllabus

Lecture 01 - Intro to Linear Programming

Homework 01

Lecture - Simplex Method

Homework 02

Lecture - Mixed-Integer Programming

Homework 03

Homework 04

Lecture 04A - Non-Linear Optimization

Lecture 04B - Non-Linear Optimization (numerical methods)

Homework 05 - Part 1 and 2

Lecture 05 - Non-Linear Optimization with Constraints

Lecture 06 - Stochastic Programming

Lecture 07 - Quadratic Programming

Lecture 08 - Markov Decision Processes