Course

Mathematics - Linear programming and Extensions

Indian Institute of Technology Kanpur

This course is designed to introduce students to real-life problems that can be formulated as Linear Programming Problems (LPP). It serves as a foundational course in optimization, with all concepts thoroughly explained and motivated with relevant examples.

Key topics include:

  • Simplex Algorithm and its applications.
  • Duality theory and its implications in optimization.
  • Basic principles of the Ellipsoid algorithm and Karmarkar’s algorithm.
  • Special cases of LPP like Transportation, Assignment, and Network flow problems.
  • Dynamic programming and PERT/CPM algorithms.
Course Lectures