Lecture 7 Notes: Simplex Method Part 3
1
Outline
Finding an initial BFS
The complete algorithm
The column geometry
Computational eciency
The diameter of polyhedra and the Hirch conjecture
2
Findi
Lecture 5 Notes: Simplex Methods Part 1
1
Outline
Reduced Costs
Optimality conditions
Improving the cost
Unboundness
The Simplex algorithm
The Simplex algorithm on degenerate problems
2
Matrix V
Lecture 9 Notes: Duality Theory Part 2
1
Outline
Strict complementary slackness
Geometry of duality
The dual simplex algorithm
Duality and degeneracy
2
Strict Complementary Slackness
that both pro
Lecture 8 Notes: Duality Theory Part 1
1
Outline
Motivation of duality
General form of the dual
Weak and strong duality
Relations between primal and dual
Economic Interpretation
Complementary Sl
Lecture 10 Notes: Duality Theory Part 3
A
1
A
A3
2
p
.
1
b
Outline
Farkas lemma
Asset pricing
Cones and extreme rays
Representation of Polyhedra
2
Farkas lemma
Theorem:
Exactly one of the followin
Lecture 13 Notes: Large Scale Optimization
1
Papers
and Sim, The Price of Robustness, Operations Research, 2003.
B. and Sim, Robust Discrete optimization, Mathematical Programming,
2003.
2
Structure
Lecture 12 Notes: Robust Optimization
1
Motivation
1.1
Questions
z = min
s.t.
Slide 1
c x
Ax = b
x0
How does z depend globally on c? on b?
How does z change locally if either b, c, A change?
How do