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Advanced Linear Programming
| Credits | 6 credit points |
| Instructors | Canzar, S. (CWI), Stougie, L. (Vrije Universiteit) |
| s.canzar@cwi.nl, lstougie@feweb.vu.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 optimization: - Linear optimization; polyhedra and polytopes; the simplex algorithm; duality; linear inequalities and Farkas’ lemma; sensivity analysis. 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 and solution methods. |
| Examination | Written exam. Date: May 10, 2010. 10:15-13:15h in room Edu Alfa, Utrecht. Resit: June 14th, 14:00-17:00h, room BBL 001, Utrecht. |
| Literature | D. Bertsimas and J.N. Tsitsiklis: Introduction to linear optimisation, Athena Scientific, 1997. |
| Prerequisites | Basic knowledge (bachelor level) of linear algebra and graph theory. |