Unit 2: Linear Programming: The Simplex Method

Sep 16: Lecture 3

Contents:

  • Geometry and Algebra of Linear programming theory
  • Fundamental theorem of linear programming
  • Gaussian Elimination
  • Simplex method
  • Tableaux and dictionaries (Tutorial -> Python Review -> Python for matrix operations)

Resources:

  • Reading: [F pp 33-48]; [MG ch 5]; [HL sc 4.1-4.4]
  • Last slides from Lecture 2
  • Slides: [PDF]
  • LN pp 15-25: [PDF]

Sep 19: Lecture 4

Contents:

  • Exception Handling, degeneracies, pivot rules,
  • Initialization

Resources:

  • Slides: [PDF]
  • LN pp 30-36: [PDF]
  • Cyckling example: sheet 2 compendium: [PDF]
  • Reading: [F pp 48-58]; [MG ch 5]; [HL sc 4.5]; [TR];

  • Slides
  • Compedium
  • LN

Sep 26: Exercise Class 2