Mathematics Department - Math 453 - Theory of Linear Optimization

Math 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


Textbook

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

Current semester: Fall 2014

Text may vary by instructor.

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