The course is an introduction to linear and discrete optimization - an important part of computational mathematics with a wide range of applications in many areas of everyday life.Preview Lectures
course serves as an introduction to linear and discrete
optimization from the viewpoint of a mathematician or computer
scientist. Besides learning how linear and discrete optimization can be applied, we focus on
understanding methods that solve linear programs and discrete optimization problems in a mathematically
We will answer questions like:
most important prerequisite is familiarity with linear algebra. It will
be useful to have some programming proficiency in a higher level
programming language such as Java or Python.
the course is self-contained and the lecture notes will be available on-line, it will be useful to consult further literature. There are many
excellent texts on discrete optimization. Among our favorites are the
books Introduction to Linear Optimization by Bertsimas and Tsitsiklis, Understanding and Using Linear Programming, by Matousek and Gärtner, and Theory of Linear and Integer Programming by Schrijver.
class consists of lecture videos punctuated by quizzes. There will
also be standalone homeworks that are not part of the video lectures, programming assignments, and a final exam.