Linear Optimization

Course outline. 1. Optimization on graphs and networks – minimum spanning tree, shortest path, maximum flow, minimum cut 2. Linear Programming – geometry of LP, simplex method, degeneracy, cycling, artificial variables 3. Duality – duality theorem, complementary slackness 4. Integer Programming – cutting planes, branch and bound 5. Special types of LP – transportation problem, traveling salesman problem, assignment problem 6. Computational aspects – LP solvers

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