Linear Programming and Applications - I

ISE 503 - Linear Programming and Applications - I (3-0-3)

Review of linear programming, revised simplex method, product form of the inverse, duality, dual simplex method, primal dual simplex method, sensitivity analysis, parametric programming, bounded variable linear programs, decomposition principle, classical networks, shortest path problem, maximal flow problem, Dantzig-Wolfe multi-commodity networks. Additional topics may be selected from complementarity, fractional programming and computational efficiency of linear programming algorithms. Case studies. Prerequisite: Graduate Standing and consent of instructor