Pitt | Swanson Engineering
Courses
Industrial Engineering Course Description

IE 2082 - LINEAR OPTIMIZATION


REVIEW OF LINEAR ALGEBRA, MATRICES AND THE SIMPLEX METHODS; REVISED SIMPLEX METHOD; GENERALIZED BOUNDS; PRODUCT FORM OF INVERSE; PRICING AND PIVOT SELECTION; DUALITY AND SENSITIVITY ANALYSIS; SEPARABLE PROGRAMMING; LINEAR COMPLEMENTARITY; DANTZIG-WOLFE DECOMPOSITON; COLUMN GENERATION; GENERALIZED LP; SEMI-INFINITE LP, STOCHASTIC LP; INTERIOR POINT METHODS.

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