Course Descriptions

16:198:521 Linear Programming (3)

Linear inequalities, extreme points and rays, fundamental theorems. Optimality and duality. Geometric view. Primal and dual simplex methods. Degeneracy. Primal-dual method. Sensitivity. Basis factorization, implementation issues. Column generation. Structured models. Network simplex method and unimodularity. Polynomial-time algorithms for linear programming. Grigoriadis, Kalantari.
Prerequisites: Linear algebra and admission requirements.