IE 505 - Linear Programming
Industrial Engineering, Penn State University

An accelerated treatment of the main theorems of linear programming and duality structures plus an introduction to numerical and computational aspects of solving large-scale problems.

Text: Linear Programming and Network Flows, 3rd Edition, by M.S. Bazaraa, J.J. Jarvis, & H.D. Sherali, Wiley, 2005

Prerequisites: IE 405 - Linear Programming

Frequency of Offering: Every Fall Semester

Course Topics:
LP Modeling Assumptions
LP Outcomes and Requirement Space
Some Nonlinear Problems Which Can Be Solved Via LP
Polyhedral Sets
Representation Theorem
Algebra and Geometry of the Simplex Method
Convergence
Revised Simplex Method
Bounded Variables Simplex Method
KKT Conditions
Duality
Dual Simplex Method
Sensitivity Analysis
Parametric Programming
Decomposition
Interior Point Algorithms
LP Software

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Last modified: July 18, 2005