AMS 540, Linear Programming
Formulation of linear programming problems and solutions by simplex method. Duality, sensitivity analysis, dual simplex algorithm, decomposition. Applications to the transportation problem, two-person games, assignment problem, and introduction to integer and nonlinear programming. This course is offered as both MBA 540 and AMS 540.
Prerequisite: A course in linear algebra
3 credits, ABCF grading

Text:Linear Programming: Foundations and Extensions, by R. Vanerbei, online at http://www.princeton.edu/~rvdb/LPbook/onlinebook.pdf,

Fall Semester

Fall 2008 Section
Esther Arkin, MW 3:50-5:10 pm, Physics P116 , AMS540 Webpage