Math 407

Class Lectures

• Linear Algebra Review
• Introduction to Linear Programming
• LP Modeling
• LP Standard Form
• The Simplex Algorithm, I: The Basics
• The Simplex Algorithm II: Language, Notation, and Linear Algebra
• Does the simplex algorithm work?
• The Two Phase Simplex Algorithm
• The Fundamental Theorem of Linear Programming, Strong Duality, and Complementary Slackness
• General Duality Theory
• The Dual Simplex Algorithm
• The Geometry of Linear Programming
• Sensitivity Analysis
• Sensitivity Analysis: Concrete Products Corp Example
• Concrete products 2 (Solutions)
• Solving LPs using Excel
• Matrix Games and Lagrangian Duality
• Review and Final Exam

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