COL756 : Mathematical Programming
Course Coordinator
Amit Kumar
Office : Room # 417, Bharti Building
Email : amitk@cse.iitd.ac.in
Phone : (ext) 1286.
Teaching Assistants
Announcements
Class Timings
Tuesaday, Wednesday, Friday: 8:00-8:50 am
Lecture Topics
- Introduction, definition of linear program (LP).
- Standard form LP, example of simplex method, dictionaries
- Basic and non-basic variables, Cycling and termination in the simplex algorithm
- Lexicographic Rule
- Bland's Rule
- Finding a feasible solution using simplex. Fundamental theorem of Linear Programming
- LP Duality, and its interpretation. Proof of strong duality using simplex.
- Sensitivity Analysis
Homeworks
References
1."Linear Programming", by V. Chvatal.
2. "Introduction to Linear Optimization", by Bertsimas and Tsitsiklis
Grading
20% : Quizzes and assignments
20% : Each minor exam
40% : Major exam