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EPFLx: Optimization: principles and algorithms - Linear optimization

Introduction to linear optimization, duality and the simplex algorithm.

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₹4897

This Course Includes

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  • icon5 weeks at 6-8 hours per week
  • iconenglish
  • iconOnline - Self Paced
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  • iconEPFLx

About EPFLx: Optimization: principles and algorithms - Linear optimization

Introduction to linear optimization, duality and the simplex algorithm.

What You Will Learn?

  • Formulation: you will learn from simple examples how to formulate, transform and characterize an optimization problem. .
  • Constraints: you will learn how to represent the constraints of a linear optimization problem, both from a geometric and algebraic point of views..
  • Duality: you will learn how to derive a companion problem called the "dual". .
  • Optimality conditions: you will learn sufficient and necessary conditions for an optimal solution. .
  • Simplex method: you will learn an algorithm to solve a linear optimization problem..