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Introduction to Mathematical Programming

Massachusetts Institute of TechnologyUnited States6.251J
Free, no sign-up neededFall 2009English
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This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods…

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