Feng Dai
Professor, Faculty of Science - Mathematics & Statistical Sciences
Contact
Professor, Faculty of Science - Mathematics & Statistical Sciences
- fdai@ualberta.ca
Overview
Research
Areas
Analysis
Courses
MATH 373 - Introduction to Optimization
Introduction to optimization. Problem formulation. Linear programming. The simplex method and its variants (revised Simplex method, dual simplex method). Extreme points of polyhedral sets. Theory of linear inequalities (Farkas Lemma). Complementary slackness and duality. Post-optimality analysis. Interior point methods. Applications (elementary games, transportation problems, networks, etc.). Prerequisites: One of MATH 102, 125 or 127, and one of MATH 209, 214 or 217.