M510 Linear Programming Syllabus

ENGR 510 Linear Programming (Cont. Ed. Distance)

Fall 2008

 

 

Week                                                   Topic

 

  1. Examples of Linear Programming Problems, The Simplex Method I
  2. Labor Day, Simplex Method II
  3. Initialization of Linear Programs, Degeneracy, Cycling
  4. Fundamental Theorem of Linear Programming, Weak and Strong Duality Theorems
  5. The Dual Simplex Method, Resource Allocation
  6. Sensitivity Analysis (via Geometry), The Simplex Method in Matrix Notation
  7. Ranging, Parametric Analysis, Application to Game Theory
  8. Regression, Application to Portfolio Selection
  9. Application to Option Pricing, Mid-term Examination
  10. Network Flows
  11. Network Flows
  12. Interior Point Methods
  13. Integer Programming, Quadratic Programming, Discussion of Projects
  14. Happy Thanksgiving
  15. Applications: Class Project
  16. Applications: Class Project
  17. Final Examination December 17, 7-9AM

 

Note that this syllabus is approximate and we may take more or less time on certain topics.