MIE365H1: Advanced Operations Research

0.50
38.4L/12.8T/25.6P

Linear programming extensions: goal programming. Cooperative game theory (shapley values and nucleolus), interior point methods, large scale decomposition methods (Lagrangian relaxation, Dantzig-Wolfe decomposition, benders decomposition and column generation), stochastic programming. Karush-Kuhn-Tucker (KKT) conditions with application to quadratic programming and bi-level programming. Mathematical Programming formulation choices. Markov Decision Process (MDP) problems.

54.9 (Fall), 54.9 (Winter), 109.8 (Full Year)