Math, Computer Science, Eng and Stat majors
This course is run by the Computer Science department. Please check with them for more information.
- 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.