EMSE 6701. Operations Research Methods. 3 Credits.
Deterministic and stochastic methods. Optimization algorithms: Simplex method, Branch and Bound, combinatorial algorithms, heuristic methods. Optimization theory: convexity, duality, sensitivity analysis. Stochastic optimization: marginal analysis, Markov chains, Markov decision processes. Prerequisite: APSC 3115 or EMSE 6020, MATH 2233, or permission of instructor.