Courses of Study 2021-2022 
    Apr 23, 2024  
Courses of Study 2021-2022 [ARCHIVED CATALOG]

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ORIE 6300 - Mathematical Programming I

Fall. 4 credits. Student option grading.

Prerequisite: advanced calculus and elementary linear algebra.

K. Scheinberg.

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.

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