方述诚的线性规划讲义,Outline
• Course objective
• Pre-requisites
• Course content
• Grading and exams • Classroom rules
• Textbook and references
LECTURE 1: INTRODUCTION
Outline
• What is Linear Programming?
• Why to study Linear programming?
• How to study Linear Programming?
• History of Linear Programmi
线性规划讲课大纲
LINEAR PROGRAMMING
Outline
• Course objective
• Pre-requisites
• Course content
• Grading and exams • Classroom rules
• Textbook and references
LECTURE 1: INTRODUCTION
Outline
• 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