MATH 4435 Mathematical Programming (Fall: 3 )
This course demonstrates how mathematical theory can be developed and applied to solve problems from management, economics, and the social sciences. Topics studied from linear programming include a general discussion of linear optimization models, the theory and development of the simplex algorithm, degeneracy, duality, sensitivity analysis, and the dual simplex algorithm. Integer programming problems and the transportation and assignment problems are considered, and algorithms are developed for their resolution. Other topics are drawn from game theory, dynamic programming, Markov decision processes (with finite and infinite horizons), network analysis, and non-linear programming.
Last Updated: 25-Feb-14