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Systems Science
Operations Research
1. Introduction to Operations Research
2. Mathematical Preliminaries
3. Linear Programming
4. Transportation and Assignment Problems
5. Network Optimization Models
6. Integer Programming
7. Nonlinear Programming
8. Dynamic Programming
9. Stochastic Processes and Markov Chains
10. Queueing Theory
11. Inventory Theory
12. Simulation
13. Decision Analysis
14. Heuristics and Metaheuristics
Nonlinear Programming
Introduction to Nonlinear Optimization
Types of Nonlinearities
Challenges in Nonlinear Programming
Local vs. Global Optimization
Unconstrained Optimization
Optimality Conditions
First-Order Necessary Conditions
Second-Order Sufficient Conditions
Line Search Methods
Steepest Descent Method
Newton's Method
Quasi-Newton Methods
Trust Region Methods
Conjugate Gradient Methods
Constrained Optimization
Types of Constraints
Equality Constraints
Inequality Constraints
Lagrange Multiplier Method
Karush-Kuhn-Tucker Conditions
Penalty and Barrier Methods
Sequential Quadratic Programming
Convex Optimization
Convex Sets and Functions
Properties of Convex Problems
Global Optimality in Convex Problems
Duality in Convex Programming
Interior Point Methods
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8. Dynamic Programming