Linear Programming

Catalog description

Formulation of standard linear programming models. Theory of polyhedral convex sets, linear inequalities, alternative theorems, and duality. Variants of the simplex method and the state of art interior-point algorithms. Sensitivity analyses, economic interpretations, and primal-dual methods. Relaxations of harder optimization problems and recent convex conic linear programs. Applications include game equilibrium facility location. Prerequisite: MATH 113 or consent of instructor.