方述诚--线性规划LINEAR PROGRAMMING

课件PPT
Outline
• Course objective
• Pre-requisites
• Course content
• Grading and exams
• Classroom rules
• Textbook and references

LECTURE 1: INTRODUCTION

• What is Linear Programming?
• Why to study Linear programming?
• How to study Linear Programming?
• History of Linear Programming
• How to solve an LP problem?
• Where to go?

LECTURE 2: PRELIMINARIES

1. Standard form LP
2. Embedded assumptions
3. Converting to standard form

LECTURE 3: GEOMETRY OF LP

1. Terminologies
2. Background knowledge
3. Graphic method
4. Fundamental theorem of LP

LECTURE 4: SIMPLEX METHOD

1. Simplex method
2. Phase one method
3. Big M method

LECTURE 5: DUALITY AND SENSITIVITY ANALYSIS

1. Dual linear program
2. Duality theory
3. Sensitivity analysis
4. Dual simplex method

LECTURE 6: INTERIOR POINT METHOD

1. Motivation
2. Basic concepts
3. Primal affine scaling algorithm
4. Dual affine scaling algorithm

LECTURE 7: ROBUST LINEAR OPTIMIZATION

1. Motivation
2. Robust model
3. Solution methods