# 640:354 LINEAR OPTIMIZATION

## Syllabus

### Topics

- Review of linear algebra
- Introduction to convex analysis
- Polyhedral theory
- Geometrical solution
- Simplex method
- Farkas' lemma
- Optimality conditions
- Linear programming duality
- Integer programming
- Branch and bound
- Gomory's fractional cut
- Various LP and IP models

### Lectures, time and location

### Prerequisites

- Math 640:250 Linear Algebra

### Grading

- 30% homeworks, 30% midterm exam, 40% final exam

### Homework

- There will be 4-5 biweekly homework assignments.

### Exams

- There will be one midterm before spring break.
- The final exam will be scheduled by Math. Dep.
- No further make-up exams will be administrated
unless they are formally required by Rutgers exam regulations.

Download Syllabus