Teacher
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PACCIARELLI DARIO
(syllabus)
1. Introduction to Mathematical Programming Convex Programming Linear Programming 2. Linear Programming Formulation Resource allocation Inventory Management Project planning 3. Solving Linear Programming Problems Geometry of Linear Programming The Simplex Algorithm 4. Duality Theory The weak and strong duality theorems Orthogonality conditions Sensitivity analysis 5. Non-linear programming Gradient, Hessian Local minimum, Necessary conditions (first and second order) Local minimum, Sufficient conditions (secondo order and convex case) Gradient method, Line search Newton method, 6. Constrained non-linear programming KKT conditions Barrier method and Penalty functions
(reference books)
lecture notes
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