ISE-5406: Optimization: Linear and Nonlinear Programming
Description: Introduction to theory of linear and nonlinear programming. A mix of theoretical concepts and numerical algorithms to solve the linear and nonlinear programming problems. 5405 (Linear Programming): Modeling for real world problems using linear programming and integer linear programming. Geometric foundations for linear programs – characterization for polyhedral sets and convex analysis. Numerical algorithms for linear programs: simplex method (its geometry and algebra), primal-dual simplex algorithm, revised simplex, two-phase and big-M methods. Farkas’ Lemma and Optimality Karush-Kuhn-Tucker (KKT) conditions for linear programs. Duality theory, sensitivity analysis, state-of-the-art modeling language and solvers. 5406 (Nonlinear Programming): Convex analysis and optimization. Fritz John and KKT optimality conditions and numerical algorithms for nonlinear programs. Unconstrained and constrained nonlinear optimization. Convex optimization problems. Numerical methods: Line search methods, steepest descent method, Newton’s method, conjugate directions method, projection gradient method, affine scaling method. Pre: Graduate standing for 5405; 5405 for 5406.
Pathways: N/A
Course Hours: 3 credits
Corequisites: N/A
Crosslist: N/A
Repeatability: N/A
Sections Taught: 20
Average GPA: 3.72 (A)
Strict A Rate (No A-) : 65.52%
Average Withdrawal Rate: 0.29%
| Hanif D Sherali | 2009 | 70.5% | 29.5% | 0.0% | 0.0% | 0.0% | 0.0% | 3.67 | 4 |
| Barbara M Fraticelli | 2014 | 56.5% | 41.5% | 2.0% | 0.0% | 0.0% | 0.0% | 3.54 | 5 |
| Ramirez Staff Moran | 2016 | 100.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 3.92 | 1 |
| Manish Bansal | 2023 | 88.1% | 9.9% | 1.1% | 0.0% | 0.0% | 1.0% | 3.87 | 6 |
| Mazen Arafeh | 2005 | 75.0% | 25.0% | 0.0% | 0.0% | 0.0% | 0.0% | 3.65 | 1 |
| Hanumanthrao Kannan | 2024 | 53.9% | 46.2% | 0.0% | 0.0% | 0.0% | 0.0% | 3.58 | 1 |
| Nora Moran | 2015 | 93.3% | 6.7% | 0.0% | 0.0% | 0.0% | 0.0% | 3.93 | 1 |
| Robert Hildebrand | 2019 | 68.8% | 31.3% | 0.0% | 0.0% | 0.0% | 0.0% | 3.73 | 1 |