Linear Optimization

3 credits · Undergraduate

Linear programming and its applications. Formulation of linear programs. The simplex method, duality, complementary slackness, dual simplex method, and sensitivity analysis. The ellipsoid method. Interior point methods. Applications to networks, management, engineering, and physical sciences. Familiarity with computer programming is expected. Prerequisite: 2501, 2600, or all of 2100, 2300, and 2410. [3] (MNS)