M510 Linear Programming Syllabus
ENGR 510 Linear Programming (Cont. Ed.
Distance)
Fall 2008
Week Topic
- Examples
of Linear Programming Problems, The Simplex Method I
- Labor
Day, Simplex Method II
- Initialization
of Linear Programs, Degeneracy, Cycling
- Fundamental
Theorem of Linear Programming, Weak and Strong Duality Theorems
- The
Dual Simplex Method, Resource Allocation
- Sensitivity
Analysis (via Geometry), The Simplex Method in Matrix Notation
- Ranging,
Parametric Analysis, Application to Game Theory
- Regression,
Application to Portfolio Selection
- Application
to Option Pricing, Mid-term Examination
- Network
Flows
- Network
Flows
- Interior
Point Methods
- Integer
Programming, Quadratic Programming, Discussion of Projects
- Happy Thanksgiving
- Applications:
Class Project
- Applications:
Class Project
- Final
Examination December 17, 7-9AM
Note that this syllabus is approximate and we may take more
or less time on certain topics.