The purpose of the course is to provide an introduction
to linear optimization. Specifically, model formulation, algorithms,
and software will be introduced.
We will use the textbook Introduction to Mathematical Programming,
Fourth Edition by W. L. Winston and M. Venkataramanan
(Thomson--Brooks/Cole, 2003).
Please make sure to purchase a copy
with the CD-ROM for LINDO software.
The specific topics to be covered are as follows.
- (1)
- An Introduction to Model Building
- (2)
- Basic Linear Algebra
- (3)
- Introduction to Linear Programming
- (4)
- The Simplex Algorithm
- (5)
- Sensitivity Analysis and Duality
- (6)
- Transportation, Assignment, and Transshipment Problems
- (7)
- Network Models