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6417c01 - ESI 6417 Linear Programming and Network...

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1 ESI 6417 Linear Programming and Network Optimization Fall 1998 Ravindra K. Ahuja 370 Weil Hall, Dept. of ISE email: [email protected] URL: www.ise.ufl.edu/ahuja 352-392-3615
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2 Course Objectives Engineers and managers are constantly attempting to optimize, particularly in the design, analysis, and operation of complex systems. The course seeks to: to present a range of applications of linear programming and network optimization problem in many scientific domains and industrial setting; provide an in-depth understanding of the underlying theory of linear programming and network flows; to present a range of algorithms available to solve such problems; to help each student develop his or her intuition about algorithm design, development and analysis.
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3 Course Topics Linear Programming Formulating linear programs Applications of linear programming Simplex algorithm Duality theory Revised simplex algorithm Interior point algorithms Network Optimization Shortest path problem Minimum spanning tree problem Maximum flow problem Minimum cost flow problem
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4 Course Details Lectures : Tuesday: Periods 8 and 9, and Thursday: Period 8 Place : E-107 in the CSE Building Office Hours: Tuesday and Thursday: Period 7, or by appt. Text Books : Robert J. Vanderbei, 1996, Linear Programming: Foundations and Extensions , Kluwer Academic R. K. Ahuja, T. L. Magnanti, and J. B. Orlin, 1993, Network Flows: Theory, Algorithms, and Applications , Prentice Hall, NJ.
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5 Course Details (contd.) One problem set (or assignment) will be distributed almost every week. Either the solutions of the practice problem sets will be distributed or recitation sessions will be held to to clarify student’s difficulties.
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