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Advanced Linear Programming (LNMB)
| Credits | 6 credit points |
| Instructors | Pendavingh, R. (Technische Universiteit Eindhoven) |
| rudi@win.tue.nl | |
| Aim | To provide insight in theory and development of practical methods for basic and advanced linear programming. |
| Description | Part 1: Basic theory and algorithms of linear optimisation: Linear inequalities and Farkas' Lemma; linear optimization; duality; polyhedra and polytopes; the simplex algorithm; diophantine linear equations and basic notions of integer linear optimization. Part 2: Advanced linear optimization methods: The revised simplex method and column generation; Dantzig-Wolfe- and Benders' decomposition; network flow problems; the ellipsoid method; an interior point method; integer programming formulations. |
| Examination | Written exam |
| Literature | Part 1: Lecture notes. Part 2: D. Bertsimas and J.N. Tsitsiklis: Introduction to linear optimisation, Athena Scientific, 1997. |
| Prerequisites | Basic knowledge (bachelor level) of linear algebra and graph theory. |
| Remarks |
Exam the 19th of may Room BBL 105B |