Optimization: principles and algorithms - Linear optimization
- 0.0
5 Weeks
$
49
Brief Introduction
Introduction to linear optimization, duality and the simplex algorithm.
Description
Introduction to linear optimization, duality and the simplex algorithm.
Knowledge
- The course is structured into 5 sections.
- Formulation: you will learn from simple examples how to formulate, transform and characterize an optimization problem.
- Constraints: you will learn how to represent the constraints of a linear optimization problem, both from a geometric and algebraic point of views.
- Duality: you will learn how to derive a companion problem called the "dual".
- Optimality conditions: you will learn sufficient and necessary conditions for an optimal solution.
- Simplex method: you will learn an algorithm to solve a linear optimization problem.