K 14:15-16:00 (H406)
Linear Programming topics
• Linear algebra (summary of important concepts and results)
• Linear equations (summary of important concepts, solution methods)
• Linear inequalities: solvability and solution methods.
• Pivot algorithms for linear feasibility problems (criss-cross, MBU SA)
• Linear programming duality theory (weak- and strong duality theorems, optimality criteria)
• Pivot algorithms for linear programming problems (criss-cross, simplex)
• Full Newton-step primal-dual interior point methods with logarithmic barrier function
• Linear optimization models (matrix games, other models)
• Linear programming: interior point theory
• Dikin-type affine scaling algorithm
• Khachian's ellipsoid method
• Karmarkar's projective scaling interior point algorithm
• Optimization Software
Weekly schedule of lectures and exercises (English)