MIE365H1

Advanced Operations Research

Linear programming extensions: goal programming. Cooperative game theory (shapley values and nucleolus), interior point methods, large scale decomposition methods (Lagrangian relaxation, Dantzig-Wolfe decomposition, benders decomposition and column generation), stochastic programming. Karush-Kuhn-Tucker (KKT) conditions with application to quadratic programming and bi-level programming. Mathematical Programming formulation choices. Markov Decision Process (MDP) problems.