- Parts on Linear Programming in any book Introduction to Operations

- A course on Linear Algebra based on e.g. David C. Lay, Stephen R. Lay
and Judi J. McDonald, Linear Algebra and its Applications. For
mathematics students their knowledge of Linear Algebra should suffice to
match up rather easily.

- The course is organized by the Dutch Network for the Mathematics of
Operations Research and as such meant, among others for Master students
in Operations Research.

Aim of the course

To provide insight in the theory of linear optimization and in the
design of advanced practical methods for solving (integer) linear
optimization problems.

Part 1: Basic theory and algorithms of linear optimization: - Linear
optimization - polyhedra and polytopes - the simplex algorithm - duality
- linear inequalities and Farkas' lemma – network flow problems –
ellipsoid method and separation

Part 2: Advanced linear optimization methods - the revised simplex
method and column generation - Dantzig-Wolfe and Benders' decomposition
- integer programming formulations and solution methods- valid
inequalities- branch-and-cut


Christopher Hojny
Leen Stougie