Systems Optimization: Models and Computation
MIT OpenCourseWare offers this advanced course on modeling and optimizing large-scale systems for decision-making. It covers linear, network, discrete, and nonlinear optimization, along with heuristic methods, sensitivity and post-optimality analysis, decomposition methods for large systems, and stochastic optimization. Applications span transportation and logistics planning, pattern classification, image processing, data mining, structural design, scheduling, supply-chain management, financial engineering, and telecommunications planning. The course was co-developed with the Singapore-MIT Alliance, where it runs as SMA 5223. Materials include lecture notes, assignments, and course readings from MIT's Sloan School of Management and Department of Civil and Environmental Engineering, free to access through MIT OpenCourseWare with no certificate offered. It suits learners with a quantitative background who want a rigorous, application-driven treatment of optimization theory as used in real industrial and financial planning problems.