Mathematical and computational aspects of linear programming; simplex methods; sensitivity analysis; duality and complementarity; linear inequalities and polyhedra; network flows; total unimodularity; large scale programming; introduction to dynamic programming and integer programming; subgradient and ellipsoid methods; applications in engineering and economics. (Same as STA 515.)

Text: Introduction to Linear Optimization, D. Bertsimas and J.N. Tsitsiklis, 1997, Athena Scientific, ISBN: 1-886529-19-1.

Prerequisite: A course in linear algebra or consent of instructor.