MS&E310 - Linear Programming

Formulation of standard linear programming models. Theory of polyhedral convex sets, linear inequalities, alternative theorems, and duality. Variants of the simplex method and the state of art interior-point algorithms. Sensitivity analyses, economic interpretations, and primal-dual methods. Relaxations of harder optimization problems and recent convex conic linear programs. Applications include game equilibrium facility location. Prerequisite: MATH 113 or consent of instructor.
Career
Graduate
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No

Course Component
Discussion
Enrollment Optional?
Yes
Course Component
Lecture
Enrollment Optional?
No