Linear Optimization

3 credits · Graduate School

(Also listed as MATH 4620) 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. No credit for students who have earned credit for 4620. [3]