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.