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: 
 
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.

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 320, 340, 341, 375,or 443 or graduate or professional standing or member of the Pre-Masters Mathematics (Visiting International) Program

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

(608) 263-3054

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