The aim of this course is to provide a unified introduction for students and practitioners to three distinct and closely related topics:

• Fundamentals of the Simplex Method and Duality Theory

• Variants of the Simplex Method

• Introduction to Interior Point Methods

• Integer Programming and Network Flows

• Representation Theory

• Large Scale Linear Optimization and Decompositions
 

Course Text books are:

Linear Programming: Foundations and Extensions, by R.J Vanderbei, 2001

Introduction to Linear Optimization, by Bertsimas, Athena Scientific, 1997

  • Linear Programming and Network Flows, by Bazaraa, John Wiley and Sons, 1977

Course students may download the exercises here

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