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COMP SCI 526

ADVANCED LINEAR PROGRAMMING

3 credits.

Review of linear programming. Polynomial time methods for linear programming. Quadratic programs and linear complementarity problems and related solution techniques. Solution sets and their continuity properties. Error bounds for linear inequalities and programs. Parallel algorithms for linear and quadratic programs.

Prerequisites & course information

Requisites: STAT/COMP SCI/I SY E/MATH 525 and ( COMP SCI 200 , 220 , 300 , 301, 310 , or placement into COMP SCI 300 ) or graduate/professional standing Course Designation: Level - Advanced L&S Credit - L&S Liberal Arts and Science Repeatable for Credit: No Last Taught: Spring 2020 Learning Outcomes: 1. Use the theory of linear programming to prove general duality results Audience: Undergraduate 2. Apply the concept of complementarity Audience: Undergraduate 3. Analyze and develop algorithms for solving optimization and equilibrium problems Audience: Undergraduate 4. Apply decomposition methods and other advanced algorithms for the solution of optimization and equilibrium problems Audience: Undergraduate 5. Understand economic concepts and how they relate to optimization and equilibria Audience: Undergraduate 6. Extend theory of linear programming into the framework of conic programming Audience: Undergraduate Learning Outcomes: 1. Use the theory of linear programming to prove general duality results Audience: Undergraduate 2. Apply the concept of complementarity Audience: Undergraduate 3. Analyze and develop algorithms for solving optimization and equilibrium problems Audience: Undergraduate 4. Apply decomposition methods and other advanced algorithms for the solution of optimization and equilibrium problems Audience: Undergraduate 5. Understand economic concepts and how they relate to optimization and equilibria Audience: Undergraduate 6. Extend theory of linear programming into the framework of conic programming Audience: Undergraduate

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