Math 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)
• Recent Texts:
• Course Coordinator: Comp Sc 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

Content coverage:

• 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.