Department of Mathematics

Van Vleck Hall, 480 Lincoln Drive, Madison, WI

Math 525: Linear Programming Methods

Student Body: 

Math, Computer Science, Eng and Stat majors

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.
credits: 
3. (N-A)
semester: 
FallSpring
prereqs: 
Math 443 or 320 or 340, or consent of instructor.

UW-Madison Department of Mathematics
Van Vleck Hall
480 Lincoln Drive
Madison, Wi  53706

(608) 263-3054

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