ISE/OR 505 Linear Programming

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. 3 credit hours.


• 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).

• Computer and Internet Requirements

NCSU and Engineering Online have recommended minimum specifications for computers. For details, click here.

• Instructor

Dr. Shu-Cherng Fang, Professor
Fitts Dept Industrial & Systems Engineering
Walter Clark Chair & Alumni Distinguished Graduate Professor
Daniels Hall 450, Box 7906
NCSU Campus
Raleigh, NC 27695

Phone: 919-515-2192
Fax: 919-515-5281
Web Site: