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These are edited lecture notes from a graduate course at the Computer Science department of Princeton University in Fall 2002.

We begin by looking at some problems that can be cast as linear programming problems. The ones we are going to see have better algorithms but it will give us an idea of the range of linear programming applications. Then we will look at the concept of duality and weak and strong duality theorems. We will end with a study of the dual of the Max-flow problem.