LP Course Description

The University of Iowa

56:270 Linear Programming
Spring Semester 2000

In this course, ....

A course in optimization, such as 56:171 Introduction to O.R., is a prerequisite. (In particular, students should be familiar with the simplex method for linear programming!)

Topics

Review of Linear Algebra
Review of Simplex & Revised Simplex algorithms
Upper-Bounding & Generalized Upper Bounding extensions of the simplex method
Basis factorization & Product form of the basis inverse matrix
Duality theory of linear programming
Commercial modeling languages (LINGO, AMPL, GAMS, MPL, etc.)
Decomposition of large problems
Column-generating algorithms
Separable (piecewise-linear) programming
Stochastic linear programming
Interior-point methods

An introduction to APL will give students a working knowledge of this programming language; APL programs provided by the instructor (and in some cases by the student), as well as the LINDO optimization package, will be used for homework and "numerical laboratory exercises".

Go back to LP home page.

http://www.alf.ie.engineering.uiowa.edu/bricker/lp_course_describe.html

dennis-bricker@uiowa.edu

Last modified: 30 December 1999