END 508 - Mathematical Programming

Course Objectives

1. In depth analysis of linear programming theory
2. Recognition of modeling in linear programming

Course Description

The course consists of theoretical analysis and modeling of linear programming methods. For this purpose; it includes the following topics: convex analysis, theory of simplex method, resolution of the degeneracy problem, revised simplex method, duality theory and sensitivity analysis, interior point methods, decomposition principle, modeling with GAMS, and modeling applications.