# COL756 : Mathematical Programming

## Course Coordinator

Amit Kumar

Office : Room # 417, Bharti Building

Email : amitk@cse.iitd.ac.in

Phone : (ext) 1286.

## Teaching Assistants

## Announcements

## Class Timings

Tuesaday, Wednesday, Friday: 8:00-8:50 am

## Lecture Topics

- Introduction, definition of linear program (LP).

- Standard form LP, example of simplex method, dictionaries

- Basic and non-basic variables, Cycling and termination in the simplex algorithm

- Lexicographic Rule

- Bland's Rule

- Finding a feasible solution using simplex. Fundamental theorem of Linear Programming

- LP Duality, and its interpretation. Proof of strong duality using simplex.

- Sensitivity Analysis

## Homeworks

## References

1."Linear Programming", by V. Chvatal.

2. "Introduction to Linear Optimization", by Bertsimas and Tsitsiklis

## Grading

20% : Quizzes and assignments

20% : Each minor exam

40% : Major exam