MTH (0144) 653 - Linear Programming and Optimization

Credits: 3.00

Students will formulate linear programming problems and solutions using the simplex method. Focus will be given to duality, sensitivity analysis, dual simplex algorithm, and decomposition. Students will apply advanced techniques to optimization, transportation problem, two-person games, assignment problem, and introduction to integer and nonlinear programming.

Free Note: Open only to students in the MS in Mathematics.

Students will:
•   Formulate optimization problems as linear programs. This will be assessed by Quiz 1 and Exam 1.
•   Apply techniques from linear algebra and convex analysis. This will be assessed by Quiz 2 and Exam 1.
•   Apply the simplex algorithm. This will be assessed by Quiz 3 and Exam 2.
•   Apply the principles of duality. This will be assessed by Quiz 4 and Exam 2.
•   Apply sensitivity analysis to solutions of linear programs. This will be assessed by Quiz 5 and Exam 2.
•   Apply special forms of the simplex method and current algorithms. This will be assessed by Quiz 6 and the Final Exam.