ORIE 5380 - Optimization Methods

(crosslisted) CS 5727

Fall. 3 credits. Letter grades only (no audit).

Offered in New York City at Cornell Tech.

Staff.

This course covers algorithmic and computational tools for solving optimization problems with the goal of providing decision-support for business intelligence. We will cover the fundamentals of linear, integer and nonlinear optimization. We will emphasize optimization as a large-scale computational tool, and show how to link programming languages with optimization software to develop industrial-strength decision-support systems. We will demonstrate how to incorporate uncertainty into optimization problems. Throughout the course, we will cover a variety of modern applications, including pricing and marketing for e-commerce, ad auctions on the web, and on-line ride-sharing.