Course No
M477
Credit
4
Approval
Syllabus
Linear programming problem and its formulation, convex sets and their properties, Graphical method, Simplex method, Duality in linear programming, Revised simplex method, Integer programming, Transportation problems, Assignment problems, Games and strategies, Two-person (non) zero sum games, Introduction to non-linear programming and techniques.
Reference Books
- J. K. Strayer, “Linear Programming and its Applications”, Undergraduate Texts in Mathematics, Springer-Verlag, 1989.
- P. R. Thie, G. E. Keough, “An Introduction to Linear Programming and Game Theory”, John Wiley & Sons, 2008.
- L. Brickman, “Mathematical Introduction to Linear Programming and Game Theory”, Undergraduate Texts in Mathematics, Springer-Verlag, 1989.
- D. G. Luenberger, Y. Ye, “Linear and Nonlinear Programming”, International Series in Operations Research & Management Science 116, Springer, 2008.