| About Mastermath |
| Courses & exams |
| Program & schedule |
| Registration & Evaluation |
| Links |
| Locations |
| Contact |
|
Advanced Linear Programming
| Credits | 6 credit points |
| Instructors | Stougie, I. (Technische Universiteit Eindhoven) |
| I.stougie@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. |
| Organization | Part 1: Lecture notes. Part 2: D. Bertsimas and J.N. Tsitsiklis: Introduction to linear optimisation, Athena Scientific, 1997. |
| Examination | Written exam on May 18th, 10:00-13:00h in room BBL503. The re-examination consists of a written exam on Monday June 8, 2009, 10:30 - 13:30, Room 4A-08, Main Building, Vrije Universiteit (VU), De Boelelaan 1105, Amsterdam, within 5 minutes walking distance from NS-station Amsterdam Zuid/WTC. For directions to the VU see http://www.vu.nl/en/about-vu-amsterdam/contact-info-and-route/route-description/index.asp |
| Remarks | Dr. L. Stougie, Department of Mathematics & Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven . Phone: 040 – 2472499; E-mail: leen@win.tue.nl |