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Mathematical Programming

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 6
Module lead
Alain Zemkoho
Academic year
2021-22

Module overview

  • Linear programs: their basic properties; the simplex algorithm.
  • Duality: the relationship between a linear program and its dual, duality theorems, complementarity, and the alternative; sensitivity analysis.
  • The interior point method for convex optimization: optimality conditions; the central path; convergence analysis; applications to linear programming and general convex optimization.
  • Integer Programming: Branch and bound algorithms and/or cutting plane methods.
  • The use of a computer software to solve mathematical programming problems.

Linked modules

Pre-requisite: MATH2013

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