Nov 12, 2019  
University of Alberta Calendar 2019-2020 
    
University of Alberta Calendar 2019-2020

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: One of MATH 102, 125 or 127, and one of MATH 209, 214 or 217.