I want to understand OR, especially integer programming and interior point algorithm in deep. Therefore I wonder that knowing topology is necessary or not? I did not take at undergraduate. What type of lessons will be helpful? For example discrete mathematics, numeric.
asked
kubi |

The only topological concept I can recall using in OR is that of open and closed sets, specifically in the context of vector spaces. You normally learn that in all sorts of courses (linear algebra, for instance), so there is certainly no need to take a topology course just to get that. I suspect a discrete math course would be very useful, although I never had one (at least not one labeled as such). I don't think they existed back in my day. Linear algebra and calculus are obviously essential, and I would strongly recommend a good grounding in both probability theory (including stochastic processes) and statistics. You will definitely want courses in continuous and discrete optimization. I would call a course in numerical analysis essential. An amazing (to me) number of people are running around using LP and MIP solvers with no concept of the limits of floating point arithmetic. I would also recommend a course (could be discrete math, could be optimization, could be called something else) that discusses convexity and goes far enough to cover Caratheodory's Theorem. Finally, you need to know at least one programming language well enough to be fairly functional in it.
answered
Paul Rubin ♦♦ |