Dec 15, 2019  
University of Alberta Calendar 2017-2018 
University of Alberta Calendar 2017-2018 [ARCHIVED CATALOG]

MATH 373 - Mathematical Programming and Optimization I

★ 3 (fi 6) (either term, 3-0-0) Introduction to optimization. Problem formulation. Linear programming. The simplex method and its variants (revised Simplex method, dual simplex method). Extreme points of polyhedral sets. Theory of linear inequalities (Farkas Lemma). Complementary slackness and duality. Post-optimality analysis. Interior point methods. Applications (elementary games, transportation problems, networks, etc.). Prerequisites: MATH 102, 120, 125, or 127; MATH 209, 214, or 217.