MATH 373
Introduction to Optimization
Fall 2025
Topics
- Optimization problem formulation
- Linear programming
- Simplex methods
- Polyhedral extreme points
- Farkas lemma
- Complementary slackness and duality
- Post-optimality analysis
- Games, transportation and networks
Readings
- Dimitris Bertsimas and John N. Tsitsiklis. Introduction to Linear Optimization. Athena Scientific, 1997.ISBN 978-1886529199