IE 405 - Linear Programming
Industrial Engineering, Penn State University


An introduction to the theory and application of the simplex methods in solving the linear
programming and dual problem.

Text: Linear Programming by J.P. Ignizio & T.M. Cavalier, Prentice Hall, 1994

Prerequisites: MATH 220 - Matrices

Frequency of Offering: Every Semester

Course Content:
Introduction ...................................................................... Chapter 1
Problem Formulation & Math Modeling ............................. Chapter 2
Notation & Graphical Solutions ......................................... Chapter 3: 41-58
Linear Algebra Review ...................................................... Appendix
Basic Feasible Solutions and Extreme Points ...................... Chapter 3: 68-75
Algebra of the Simplex Method ......................................... Chapter 4: 80-92
Simplex Method - Implementation ..................................... Chapter 4: 93-117
Duality Theory .................................................................. Chapter 6: 167-188
Economic Interpretation of the Dual.................................... Chapter 6: 192-196
Dual Simplex Method ....................................................... Chapter 6: 197-202
Sensitivity Analysis ............................................................ Chapter 6: 206-217
Parametric Programming ................................................... Chapter 6: 217-236
Transportation Problem - Introduction ............................... Chapter 10: 361-367
Transportation Simplex ...................................................... Chapter 10: 372-384
Assignment Problem .......................................................... Chapter 10: 384-395
Other Selected Topics .......................................................
(e.g., Integer Programming, Multiobjective Programming)
Chapters 11, 13
LINDO ............................................................................. Handout


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Last modified: September 23, 2001