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Table Of Contents

IEM 5033 Linear Optimization
Linear functions
Key assumptions of linear programming
LP assumptions vs reality (Dorian
Types of LPs
Alternative optimal solutions
Infeasible LPs
Unbounded LPs
Converting an LP to standard form
The initial dictionary
The initial “feasible dictionary”
Iterative improvement: pivot variable
Step 1 feasible dictionary
Step 2 feasible dictionary
Step 3 feasible dictionary
Properties of feasible dictionaries
The Fundamental Theorem of LP
Linear programming problem in standard
Linear programming problem in general
Modeling tricks: free variables
Modeling tricks: min-max problems
Modeling tricks: single-ratio linear
fractional problems
Reading assignment
Some useful properties of matrices
Vector combinations
Subspaces associated with a matrix
Systems of linear equations
Convex hull of finite points
Convex sets- some properties
Convex Functions
Convex Functions - Useful Facts
Level Sets of Convex Functions
Epigraph and Hypograph of a function
Active constraints
Polyhedra in standard form
Constructing basic solutions
Full row rank assumption
Dimension of P
Chapters
Degeneracy in standard P
Degeneracy is not purely geometric
Projections of polyhedra
The simplex method- (over)simplified
The simplex method for nondegenerate
Basic observations
Artificial variables
The two-phase simplex method
Lexicography
Lexicographic pivot rule
Lexicographic pivot rule: example
Anticycling theorem for lexicographic pivot
Other topics
Primal and dual- possible outcomes
The dual simplex method: Motivation
An iteration of the dual simplex method
Geometry of the dual simplex method
Duality and degeneracy
Duality and degeneracy: Summary
From separating hyperplanes to duality
Rays and recession cones
Sensitivity analysis
Global dependence on b
Variation along a direction
Formulation
Column generation approach
DW CGSP outcomes
Initial BFS for DWR
Bounds on optimal cost
The affine scaling algorithm
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IEM5033 Slides

IEM5033 Slides

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