Combinatorial Optimization: Basics of approximation algorithms. Network flow problems. Interior point methods. 2 Aug 24 Linear Programming Problems and Examples. ch. 1 3 Aug 26 Simplex method: basics ...

Introduction to mathematical optimization and its applications, linear optimization models, Simplex Algorithm, sensitivity analysis, mixed-integer optimization models, branch-and-bound algorithm, ...

Special attention will be devoted to portfolio optimization and to risk management problems. Prerequisites: Operations Management, Statistics. A survey of linear programming and its applications.

About the same time, he invented the “simplex method,” an algorithm for solving linear programming problems. “The virtually simultaneous development of linear programming and computers led ...