1. Linear optimization
- Formulation of linear optimization models: decision variables, objective and constraints.
- Applications to the optimization of business decisions.
- Graphical solution and optimality of vertex solutions.
- Duality, optimality test and sensitivity analysis: interpretation and applications.
- Software-based numerical solution.
2. Integer optimization
- Formulation of integer optimization models.
- Applications to the optimization of business decisions.
- Linear relaxations. Bounding the optimality gap of a feasible solution. Optimality test.
- The Branch & Bound method and software-based numerical solution.
3. Unconstrained nonlinear optimization
- Formulation of unconstrained nonlinear optimization models.
- Applications to the optimization of business decisions.
- Local and global optimality conditions.
- Software-based numerical solution.
4. Equality-constrained nonlinear optimization
- Formulation of equality-constrained nonlinear optimization models.
- Applications to the optimization of business decisions.
- Local and global optimality conditions via Lagrange multipliers.
- Software-based numerical solution.
5. Inequality-constrained nonlinear optimization
- Formulation of inequality-constrained nonlinear optimization models.
- Applications to the optimization of business decisions.
- Local and global optimality conditions via Karush-Kuhn-Tucker multipliers.
- Software-based numerical solution.