An introduction to the basic mathematical
ideas and computational methods of optimizing allocation of effort or
resources, with or without constraints.
Two-person, zero-sum games
This course is an introduction to the basic mathematical
ideas and computational methods of optimization including linear programming,
the theory of optimal decision making with a linear objective function
and under linear constrains on resources. Applications include decision
theory in economics, transportation theory, optimal assignments, production
and operations scheduling, network modeling and flows, dynamic programming,
and integer programming. A student
is expected to learn how to use a software package (such as Excel solver, LINGO/LINDO, MPL, CPLEX, etc.).
Prerequisite: An intorduction to matrix
Exams & Solutions