CIS 786 Optimization

Spring Simulation Course Announcement. Basic course information handout.

Week 1

Growth of functions. Introduction. Linear Programming. Integer Linear Programming. Markov Decision Processes (updated 10/21). Global random search. Markovian algorithms. Genetic algorithms. Univariate optimization. Problem set 1. Problem set 1 solution. Problem set 2. Problem set 3. Problem set 3 solution. Problem set 4 (hint added 11/3). Problem set 5. Optimal tolls. code. Genetic algorithm. Deterministic algorithm.