By providing an introduction to the theory, techniques, and applications of mathematical programming, the MT 435-436 sequence demonstrateshow mathematical theory can be developed and applied to solve problems from management, economics, and the social sciences. Topics studiedfrom linear programming include a general discussion of linear optimization models, the theory and development of the simplexalgorithm,degeneracy, duality, sensitivity analysis, and the dual simplex algorithm. Integer programming problems, and the transportation andassignment problems are considered, and algorithms are developed for their resolution. Other topics are drawn from game theory, dynamicprogramming, Markov decision processes (with finite and infinite horizons), network analysis, and non-linear programming.
MT 436 (Mathematical Programming II) is a continuation of MT 435.Paul Thie (Mathematics)