Term Offered -- Spring
Prerequisite -- M261 or M315
- Possible Text --
- R. B. Darst, Introduction to Linear Programming: Applications and Extensions, Marcel-Dekker, 1991
- Topics --
- Examples of problems to which LP applies: production, diet, and transportation problems.
- Duality.
- Properties of the feasible set for an LP; basic feasible solutions.
- An introduction to the simplex method
- Notation
- Pertinent Algebra
- The Simplex Tableau
- Reduced Costs
- Conditions for Optimality
- The Objective Function
- Simplex Method Pivoting
- When No Optimal Solution Exists
- Multiple Solutions
- Degeneracy
- Phase One
- The Revised Simplex Method
- Stability and Sensitivity
- Multiperiod Problems
- Integer Variables
- Transportation Problems
- Networks
- Out of Kilter Formulation
- Kuhn-Tucker Conditions
- Primal-Dual Method
- Quadratic Programming
- Dynamic Programming
- Network Algorithms
- Longest Path Algorithm
- Shortest Path Algorithm
- Minimal Spanning Tree Algorithm
- Max (Simple) Path Flow Algorithm
- Residual Digraph
- Max Flow Algorithm
- Min Cost Flows: Transportation and Assignment Problems
- Min Cost Max Flow Algorithm
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Last modified on:
Wednesday, 01-Sep-1999 14:51:29 MDT