ISE 505 Linear Programming

3 Credit Hours

Introduction including: applications to economics and engineering; geometric interpretations; optimality conditions; simplex method; interior-point methods; sensitivity and post-optimality analysis; dual problem and duality theory; polyhedral sets and cones, including their convexity and separation properties and dual representations; robust linear optimization.

Prerequisite

Introduction to Operations Research (OR 501) or a course in Matrix Theory and Linear Algebra.

Course Objectives

ISE/OR/MA 505 is a course that provides the fundamental understanding to the theory and solution methods of linear optimization. It involves mathematical analysis, theorem proving, algorithm design, numerical methods and applications. It is also a preparatory course for ISE/OR students to take their PhD Qualifying Exam on this subject.

Course Requirements

Homework (20%) – 10 assignments; Mid-terms (50%) – 2 exams; Final (30%).

Textbook

Linear Optimization and Extensions, Shu-Cherng Fang and Sarat Puthenpura, Prentice Hall, 1993, ISBN: 0-13-9152-65-2 (Also available in class).