Linear optimization
Lectures
| Date | Lecture | Lecture Material | Additional Material |
|---|---|---|---|
| 30.11.2010 | Optimization problems | OptProbl.pdf | AdditionalMaterial |
| 2.12.2010 | Basic polyhedral theory | Polyhedra.pdf | Kolman/Beck, Linear programming, Chap.1.3-1.4 |
| 6./9.12.2010 | Simplex algorithm | Simplex.pdf | Kolman/Beck, Linear programming, Chap.2 (for linear programs in standard form) |
| 14.12.2010 | LP complexity, duality | Duality.pdf | Kolman/Beck, Linear programming, Chap.3.1-3.2 |
Exercises
| Content | Exercise | Material | Deadline |
|---|---|---|---|
| Problem sheet | exercise 6 | Exercise 6 | 10.12.10 |
| Problem sheet | exercise 7 | Exercise 7 Sol. Simplex | 17.12.10 |
Literature
- J. Matousek, B. Gärtner: Understanding and using linear programming, Springer, 2007.
- B. Kolman and R. E. Beck: Elementary linear programming with applications (Second edition), Elsevier, 1995.
- D. Bertsimas, J. N. Tsitsiklis: Introduction to linear programming, Athena Scientific, 1997.
- M. Grötschel, L. Lovász, A. Schrijver: Geometric algorithms and combinatorial optimization, Springer, 1988.
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