MATH 3801 Linear Programming — Lecture notes
Overview and prerequisite
Notation and conventions
Week
Topics
1
introduction
graphical example
2
definition of linear programming
software
3
linear inequality inference
Fourier-Motzkin elimination
4
Farkas' Lemma
solving linear programming problems
fundamental theorem
5
duality theory
complementary slackness
6
standard form
basic feasible solution
tableau
7
revised simplex method
two-phase method
8
cycling
perturbation
sensitivity analysis
9
dual feasible tableau
revised dual simplex method
10
integer linear programming
cutting planes
11
introduction to convexity
extreme points
12
convex hull
polytopes
representations of polytopes