Linear Programming

Full course description

Linear programming introduces the student to a specific mathematical model: the linear programming model. This model has a wide range of applications, and is of interest to practitioners in operations research, statistics, economics management and psychology. This, and the fact that good algorithms can solve huge linear programs, is the reason for the success of this model. The theory of the course treats the simplex algorithm, duality theory, and sensitivity analysis. The theory is accompanied by practical examples that illustrate the power of the model, and teach the student the skill of modelling. After completing this course student will have obtained knowledge of the existing algorithms for linear programming. Students will be able to detect when a problem be solved via linear programming, and model it accordingly. Furthermore student will be able to perform sensitivity analysis.

Prerequisites

Linear Algebra

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A past student has compiled a document consisting of fundamental linear programming principles that will help ease you into the topics of this course. Please see Linear Programming Overview.

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Linear Programming

Full course description

Prerequisites

Recommended reading

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