Combinatorial Optimization: Basics of approximation algorithms. Network flow problems. Interior point methods. 2 Aug 24 Linear Programming Problems and Examples. ch. 1 3 Aug 26 Simplex method: basics ...

Introduction to mathematical optimization and its applications, linear optimization models, Simplex Algorithm, sensitivity analysis, mixed-integer optimization models, branch-and-bound algorithm, ...

Special attention will be devoted to portfolio optimization and to risk management problems. Prerequisites: Operations Management, Statistics. A survey of linear programming and its applications.