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01:640:453 - Theory of Linear Optimization

General Information

Topics include convex sets, polyhedra, Farkas lemma, canonical forms, simplex algorithm, duality theory, revised simplex method, primal-dual methods, complementary slackness theorem, maximal flows, transportation problems, and 2-person games.
Students will have the chance to apply the methods to real-life problems. One of the aims of the course will be to teach the students the path from real-life problems to abstraction, to mathematical formulation, to solving the mathematical problem, to applying the solution in the real-life framework.

Prerequisite: 01:640:250 Introductory Linear Algebra


Mokhtar S. Bazaraa, John J. Jarvis, and Hanif D. Sherali;
Linear Programming and Network Flows (4th edition); Wiley (text) 2009 (768 pp.);
ISBN: 978-0-470-46272-0

Text may vary by instructor.

Sections Taught This Semester:

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Information posted prior to the beginning of the semester is frequently tentative, or based on previous semesters. Textbooks should not be purchased until confirmed with the instructor. For generally reliable textbook information—with the exception of sections with an alphabetic code like H1 or T1, and topics courses (197,395,495)—see the textbook list.

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Department of Mathematics

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