The goal of this course is to teach formulating and solving complex optimization problems via linear programming models. It aims to teach the graphical method and simplex algorithm and also cover sensitivity analysis and duality to illustrate how a given solution can be utilized to gain a more general understanding of the analyzed scenario under different conditions. Applications of linear programming to some fundamental problems such as transportation, assignment and transshipment problems are also presented.
Upon successful completion of this course, students will be able to
1. Formulate deterministic continuous optimization problems with a single objective as a linear program,
2. Solve small problems with the simplex method,
3. Translate a given linear program into dual form,
4. Interpret the dual of a given linear program,
5. Perform sensitivity analysis on the optimum solution of a given linear program,
6. Evaluate the characteristics of the transportation, assignment and transshipment problems.