MATH 751 - Operations Research I

(3 units)

Theoretical optimization theory; linear programming, simplex method convexity, duality theory, integer and fractional programming algorithms, Kuhn-Tucker theory, linear complementary problem, Lemke’s algorithm.

Grading Basis: Graded
Units of Lecture: 3
Offered: Every Fall - Even Years

Student Learning Outcomes
Upon completion of this course, students will be able to:
1. demonstrate understanding of and facility with all of the mathematical details of the simplex algorithm for solving linear programs, duality theory, and a linear algebraic approach to sensitivity analysis for linear programs, including being able to formally prove results in these areas.
2. demonstrate understanding of and facility with extensions of the simplex algorithm to solve nonlinear problems, such as integer programming, fractional programming, and linear complementarity problems.
3. demonstrate understanding of the Kuhn Tucker conditions for nonlinear programming, how they are related to optimality conditions for certain optimization problems, and how to use them to solve certain convex and non-convex problems.

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