MATH 5593 - Linear Programming

A linear program is an optimization problem that seeks to minimize or maximize a linear function subject to a system of linear in equalities and equations. This course begins with examples of linear programs and variations in their representations. Basic theoretical foundations covered include polyhedra, convexity, linear inequalities and duality. Two classes of solution algorithms are given: simplex methods and interior point methods. The primary emphasis of this course is on mathematical foundations, and applications are used to illustrate the main results. Prereq: MATH 3191. Semester Hours: 3 to 3 When Offered: FALL