Mar 29, 2024  
University of Alberta Calendar 2018-2019 
    
University of Alberta Calendar 2018-2019 [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.