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Optimization and Systems Theory
SF3850 Numerical linear programming, 7.5 cr
Below is given a brief summary of the contents of past lectures in the
course, with some pointers to relevant parts of the lecture notes. It
is not intended to be complete, but rather to assist students that may
have missed some lectures.
Brief summary of past lectures
Lecture 1, January 19.
Linear programming. An elementary proof of strong duality.
Lecture 2, January 25.
The simplex method. Primal simplex and dual simplex. The simplex
method viewed as an active-set method. Homework
assignment 1 was made available (on January 26).
Lecture 3, February 1.
The simplex method. Anticycling via Bland's rule. Updating the LU factors of the basis matrix. Generalized upper bounding techniques.
Lecture 4, February 8.
The simplex method. Steepest edge, primal steepest edge as well as
dual steepest edge. Homework assignment 2 was
made available.
Lecture 5, February 15.
Karmarkar's method and its equivalence to a barrier method for linear
programming.
Lecture 8, March 8.
Potential-reduction methods. Homework assignment 4 was
made available.
Lecture 9, March 15.
Feasible path-following methods.
Lecture 10, March 22.
Feasible path-following methods. Identification of exact
solution. Identification of basic feasible solution and
basis. Homework assignment 5 was made available.
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