OPTIMIZATION

The course aims at presenting the basic concepts of optimization. The course provides students with the analytic tools to model and foresee situations in which a single decision-maker has to find the best choice. The attention focuses on applications in economics, engineering and computer science.

The course deals with linear and nonlinear optimization problems from both the theoretical and the computational point of view. The following issues will be presented:
* primal and dual simplex methods in linear programming;
* Branch and Bound method and cutting plane methods in integer programming;
* optimality conditions for nonlinear problems.​

1. R. Tadei, F. Della Croce, “Elementi di Ricerca Operativa”, Società Editrice Esculapio, 2005;
2. R. Tadei, F. Della Croce, A. Grosso, “Fondamenti di Ottimizzazione”, Società Editrice Esculapio, 2005;
3. R. Baldacci, M. Dell’Amico, “Fondamenti di Ricerca Operativa”, Pitagora Editrice, 2002;
4. M. Bruglieri, A. Colorni, “Ricerca Operativa”, Zanichelli, 2012;
5. M. Caramia, S. Giordani, F. Guerriero, R. Musmanno, D. Pacciarelli, “Ricerca Operativa”, Isedi, 2014
6. F. Hillier, G.J. Liebermann, “Ricerca Operativa”, McGraw-Hill, 2006