SUBJECT
Title
Linear optimization
Type of instruction
lecture
Level
master
Faculty
Part of degree program
Credits
3
Recommended in
Semesters 1-4
Typically offered in
Autumn/Spring semester
Course description
Goldman-Tucker model. Self-dual linear programming problems, Interior point condition, Goldman-Tucker theorem, Sonnevend theorem, Strong duality, Farkas lemma, Pivot algorithms.
Readings
- Katta G. Murty: Linear Programming. John Wiley & Sons, New York, 1983.
- Vašek Chvátal: Linear Programming. W. H. Freeman and Company, New York, 1983.
- C. Roos, T. Terlaky and J.-Ph. Vial: Theory and Algorithms for Linear Optimization: An Interior Point Approach. John Wiley & Sons, New York, 1997.