Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

Students will learn about the most common numerical optimization algorithms for solving smooth unconstrained and constrained optimization problems. They will understand the theoretical foundation and ...