Description

This course covers solution of ordinary differential equations, optimization models in operations research, linear and non-linear models, simplex search for linear programming, duality and sensitivity in linear programming, multi-objective optimization and goal programming, unconstrained non-linear programming, selected methods for constrained non-linear programming : Lagrange multiplier methods and penalty and barrier methods.

Program

Computer Science Program.

Objectives

• 1. Solve Ordinary differential equations
  2. Use mathematical models in which one seeks to minimize or maximize an objective Function subject to constraints.
  3. Solve linear programming problems.
  4. Solve nonlinear programming problems
  5. Find solution methods for optimization models using optimization software.
  6. Understand Multi-objective Optimization and Goal Programming.