The University of Jordan

Linear Programming (0301371)

​​Linear Optimization

Course DescriptionFormulation 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.
Textbooks:

Combinatorial and Algorithmic Mathematics: From Foundation to Optimization, by Baha Alzalg. Kindle Direct Publishing. ​ISBN: 9798353826934.​

Introduction to Linear Optimization, by D. Bertsimas and J. Tsitsiklis. Athena Scientific Series in Optimization and Neural Computation, ISBN: 9781886529199.

Topic OutlineThe following is a rough plan. As the course progresses, I may include new topics and/or delete some of the ones listed here. ​​​​

Topics

Weeks

1. Matrices, subspaces, and bases

1

2. Convexity and polyhedral, Farkas’ lemma

2

3. Linear programming formulation and examples

3

4. The graphical method

4

5. Duality in linear programming

5, 6

6. Geometry of linear programming

7, 8

7. The simplex method

9-11

8. Graphs

12, 13

9. Breadth-first search method and applications

14, 15

10. Depth-first search method and applications

15, 16

Short SyllabusClick here!​
 
Linear Programming (0301371)