Linear Programming.                                                                     201-1-5021

Syllabus:

1. Introduction. Examples.
2. Convex analysis. Convex sets. Separation theorems.
3. Duality. Farkas lemma. Existence and duality theorems. Economical interpretation 
   of dual variables.
4. Simplex method, computational schemes. Column generation technique.
5. Complexity of linear programming. Karmarkar's method.
6. Linear programming problems on a network. Transportation problem. Maximal flow
   and minimal cut.
7. Matrix games.

Literature.

1. DANTZIG, G.B., Linear programming and extensions. Princeton : Princeton 
   University Press, 1963
2. BAZARAA, M. S., Jarvis J. J., Sherali H. D., Linear programming and network flows. 
   New York : Wiley, 1990.