ISyE 525: Linear Programming Methods

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ISyE 525 - Linear Programming Methods

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Catalog Description: 525 Linear Programming Methods. (Crosslisted with Ind Engr, Math, and Stat 525.) I, II; 3cr. 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. P:Math 443 or 320 or 340 or cons inst.
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Copyright 2007 The Board of Regents of the University of Wisconsin System
Date last modified: 28-Dec-2007
Content by: prpeters@engr.wisc.edu
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