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 Course module: 202001331
 202001331Linear Optimisation
 Course info
Course module202001331
Credits (ECTS)3
Course typeStudy Unit
Language of instructionEnglish
Contact persondr. J. de Jong
E-mailj.dejong-3@utwente.nl
Lecturer(s)
 Examiner dr. J. de Jong Lecturer dr. J. de Jong Contactperson for the course dr. J. de Jong
Starting block
 1B
RemarksMinor students: register for the minor!
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
 Aims
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } Upon completion of this course the student is able to: apply the simplex method; explain the concept of basic feasible solutions and duality; model optimization problems as Linear Programs and can explain how these can be solved.
 Content
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } Since the 1940s Linear Programming is used in Operations Research to maximize profits in large companies. The simplex algorithm is one of the most used methods to solve linear programs. Interestingly, it practically outperforms many algorithms that are theoretically superior. In this course, students learn how to model optimization problems as linear programs, and how to solve these using the simplex method. But the main focus is on understanding the fundamental concepts underlying linear programs and the simplex method, including convexity, basic feasible solutions, degeneracy and duality.
Assumed previous knowledge
 AM module 1 - 202001324 Structures and Models
 Module
 Module 2
 Participating study
 Bachelor Applied Mathematics
Required materials
Book
 Bertsimas, Tsitsiklis, “Introduction to Linear Optimization”. ISBN: 1-886529-19-1
Recommended materials
-
Instructional modes
Assessment
 Presence duty Yes

Lectorial

Tutorial

Tests
 Written exam
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