Linear Programming (0301371)
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Page Content
Course Description: Formulation of linear problems, the simplex method, the geometry of the simplex method, duality in linear programming, the dual simplex method, sensitivity analysis, introduction to graphs, network flows.
Topic Outline: The following is a rough
plan. As the course progresses, I may include new topics and/or delete
some of the ones listed here.
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Topics
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Weeks
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1. Matrices, subspaces, and bases
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1
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2. Convexity and polyhedral, Farkas’ lemma
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2
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3. Linear programming formulation and examples
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3
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4. The graphical method
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4
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5. Duality in linear programming
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5, 6
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6. Geometry of linear programming
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7, 8
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7. The simplex method
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9-11
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8. Graphs
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12, 13
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9. Breadth-first search method and applications
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14, 15
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10. Depth-first search method and applications
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15, 16
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