Linear optimization

Lectures

Date Lecture Lecture Material Additional Material
30.11.2010 Optimization problems OptProbl.pdf AdditionalMaterial
2.12.2010 Basic polyhedral theory Polyhedra.pdf Kolman/Beck, Linear programming, Chap.1.3-1.4
6./9.12.2010 Simplex algorithm Simplex.pdf Kolman/Beck, Linear programming, Chap.2
(for linear programs in standard form)
14.12.2010 LP complexity, duality Duality.pdf Kolman/Beck, Linear programming, Chap.3.1-3.2

Exercises

Content Exercise Material Deadline
Problem sheet exercise 6 Exercise 6 10.12.10
Problem sheet exercise 7 Exercise 7 Sol. Simplex 17.12.10

Literature

  • J. Matousek, B. Gärtner: Understanding and using linear programming, Springer, 2007.
  • B. Kolman and R. E. Beck: Elementary linear programming with applications (Second edition), Elsevier, 1995.
  • D. Bertsimas, J. N. Tsitsiklis: Introduction to linear programming, Athena Scientific, 1997.
  • M. Grötschel, L. Lovász, A. Schrijver: Geometric algorithms and combinatorial optimization, Springer, 1988.

Topic revision: r11 - 06 Jan 2011, SandroAndreotti
 
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