Linear Programming

Department: 
MATH
Course Number: 
4580
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
Every odd spring

A study of the linear programming problem, including the simplex method, duality, and sensitivity analysis with applications to matrix games, integer programming and networks.

Prerequisites: 

MATH 1502 or MATH 1512 or (MATH 15X2 + MATH 1522)

Course Text: 

At the level of Linear Programming, V. Chvatal

Topic Outline: 
  • Simplex algorithm
  • Duality theorem
  • Revised simplex method
  • Cutting stock problem. This is an excellent application of the revised simplex algorithm.
  • General duality scheme and duality theorem
  • Approximation of data
  • Games
  • Network simplex method
  • Applications of network simplex