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George Mason University

2016-2017 University Catalog

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2016-2017 University Catalog

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OR 640 - Global Optimization and Computational Intelligence

Credits: 3
Not Repeatable for Credit
Offered by Systems Engineering and Operations Research

Introduction to global optimization of nonconvex mathematical programs and numerical methods for the solution of such problems. Topics covered include high-level survey of traditional mathematical programming algorithms; critical comparison of metaheuristics and artificial intelligence (AI) algorithms to traditional mathematical programming algorithms; probabilistic search, multistart methods, statistical tests of performance and confidence, simulated annealing, genetic algorithms, neural networks, Tabu search, homotopies and tunneling; the traveling salesman problem, the Steiner problem, Stackelberg-Cournot-Nash mathematical games and other classical nonconvex optimization problems.

Prerequisite(s): MATH 203 or equivalent, and knowledge of a scientific programming language.
Schedule Type: LEC
Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0

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OR 640 - Global Optimization and Computational Intelligence