Introduces linear programming basics, including optimization problems, cost functions, simplex algorithm, geometry of linear programs, extreme points, and degeneracy.
Covers the Branch & Bound algorithm for efficient exploration of feasible solutions and discusses LP relaxation, portfolio optimization, Nonlinear Programming, and various optimization problems.
Covers the fundamentals of Nonlinear Programming and its applications in Optimal Control, exploring techniques, examples, optimality definitions, and necessary conditions.