#1170 overall
15.053 Optimization Methods in Management Science
MIT OpenCourseWare
1 recommender · 1 thread · recommended in 1 year, 2016 · score 0.7
An MIT OpenCourseWare course on optimization methods for management science, covering linear programming and related techniques such as the simplex method and its practical implementation. Commenters point to its course materials as a resource on the theory and practice of linear solvers.
Commenters point to it as an excellent resource with a running example that covers both theory and practical implementation of the simplex method.
Mathematicsintermediatefreeself-paced text#linear programming#simplex method#optimization#operations research
Recommendations by year
20062026
For further reading there is an excellent resource here http://web.mit.edu/15.053/www/ with a leitmotive example and both theoretical and practical approches. It also explains in detail the theory behind the real world implementation of simplex method (aka revised simplex) with inversed matrix factorization methods, etc. This is a quite old book but as far as I know even modern linear solvers use those techniques (at least open-source ones for sure).
This is a very specific and little subset of convex optimization and yet very powerful (and exciting).
Convex optimization methods can also be used in many non-convex situations, for example when you have quasi-convex or log-convex functions as objective or constraints. I recommend Boyd's excellent course https://lagunita.stanford.edu/courses/Engineering/CVX101/Win... and the online free book https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf (warning : very addictive)