525 - Linear Programming Methods
Prerequisites:
Math 443 or 320 or 340, or consent of instructor.
Frequency:
Fall (I), Spring (II)
Student Body:
Math, Computer Science, Eng and Stat majors
Credits:
3. (N-A)
Course Coordinator:
Computer Science Department Background and Goals:
This course is run by the Computer Science department. Please check with them for more information.
Alternatives:
N/A
Subsequent Courses:
N/A Course Content:
- Real linear algebra over polyhedral cones; theorems of the alternative for matrices.
- Formulation of linear programs.
- Duality theory and solvability.
- The simplex method and related methods for efficient computer solution.
- Perturbation and sensitivity analysis.
- Applications and extensions, such as game theory, linear economic models, and quadratic programming.