The course is an introduction to linear and discrete optimization - an important part of computational mathematics with a wide range of applications in many areas of everyday life.
About The Course
This
course serves as an introduction to linear and discrete
optimization from the viewpoint of a mathematician or computer
scientist. Besides learning how linear and discrete optimization can be applied, we focus on
understanding methods that solve linear programs and discrete optimization problems in a mathematically
rigorous way.
We will answer questions like:
The course constitutes about half of the material on linear and discrete optimization that is taught for mathematics and computer science undergraduates at EPFL and will feature video lectures, quizzes, programming assignments, and a final exam.
We will answer questions like:
- Does a particular method work correctly?
- Does it terminate and, if yes, in what time?
- Can we prove that a solution is optimal?
The course constitutes about half of the material on linear and discrete optimization that is taught for mathematics and computer science undergraduates at EPFL and will feature video lectures, quizzes, programming assignments, and a final exam.
Frequently Asked Questions
Students who successfully complete the class (70% of assignments and final exam) will receive a certificate signed by the instructor.
For this course, all you need is an Internet connection, and the time to read and think.
The most important prerequisites are solid knowledge of linear algebra and some programming proficiency in a higher level programming language such as Java or Python.
Recommended Background
The
most important prerequisite is familiarity with linear algebra. It will
be useful to have some programming proficiency in a higher level
programming language such as Java or Python.