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I SY E 525: Linear Programming Methods

  • Catalog Description:
    Real linear algebra over polyhedral cones; theorems of the alternative for matrices. Formulation of linear programs. Duality theory and solvability. The simplex method and related methods for efficient computer solution. Perturbation and sensitivity analysis. Applications and extensions, such as game theory, linear economic models, and quadratic programming.
  • Credits: 3
  • Prerequisites: Math 443 or 320 or 340 or cons inst
  • Official Course Description (pdf)

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