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

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