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MA2L306 Undergraduate (ITEP) · Generally offered: Spring

Optimization techniques

L 3 T 1 P 0 Credits 4 Hours 4
Unit I: Overview of linear algebra: System of linear equations, consistent and inconsistent system. Basic solutions, degenerate solution, basic variables, basis of matrix.

Unit II: Convex set, extreme point. Single objective linear programming model. Graphical solution and its interpretation. Bounded and unbounded model. Feasible and infeasible solutions.

Unit III: Simplex method, revised simplex method, Duality, sensitive analysis, Complementary slackness theorem.

Unit IV: Transportation and assignment problems. Introduction to Nonlinear Optimization: Basic theories, method of Lagrange multipliers.
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