ORIE 6300 - Mathematical Programming I

Fall. 4 credits. Student option grading.

Prerequisite: advanced calculus and elementary linear algebra.

Staff.

Rigorous treatment of the theory and computational techniques of linear programming and its extensions, including formulation, duality theory, algorithms; sensitivity analysis; network flow problems and algorithms; theory of polyhedral convex sets, systems of linear equations and inequalities, Farkas’ Lemma; and exploiting special structure in the simplex method and computational implementation.