MTH 409 Optimization Techniques
MTH 409 Optimization Techniques
During the second semester of the academic year 2024-25, I will be teaching MTH 409 (Optimization techniques). Course notes for the same will be updated here.
During the second semester of the academic year 2024-25, I will be teaching MTH 409 (Optimization techniques). Course notes for the same will be updated here.
Lecture 1: Introduction
Lecture 2: Convex sets and functions
Lecture 3: Applications of Optimization problems
Lecture 4: Geometry of Linear programming
Lecture 5: Reduction to Standard form and full rank assumption
Lecture 6: Basic feasible solutions
Lecture 7: Fundamental theorem of Linear programming
Lecture 8: Simplex method I
Lecture 9: Simplex method II
Lecture 10: Simplex method in tableau form
Lecture 11: Degeneracy and Bland's rule
Lecture 12: Two-phase method
Lecture 13: Introduction to Duality theory
Lecture 14: Strong Duality theorem