END 508 - Mathematical Programming

Course Objectives

1. Linear and Integer programming modeling
2. Theorical basis of linear programming

Course Description

Theorical survey of linear programming techniques and linear programming models for various problems. The main topics of this course are LP and IP modelling, convex analysis, theory of simplex method, degenrate solution, revised simplex method, dual theory and sensitivity analysis, decomposition principle and modelling with GAMS.