Linear Optimization
MAB007
Dear Students,
I have prepared this material to provide you with all the necessary
information about the course contents.
You intend to study four parts of mathematics, namely: linear
programs, non-linear programs, pseudoinverses assisting optimization
methods and approximation of curves by Legendre Polynomials.
Since I have not been able to find a good and cheap book, which
contains all required parts, I prepared my own descriptions of all
methods as a collection of handy-made sheets.
I apologize for writing the English text over the Swedish, but I have
not had enough time to prepare a separate English version. I hope that
it won’t be an essential obstacle in your process of studying.
The solutions to all the considered questions follow this collection as
well.
To end this introduction letter I wish you very good results in
studying and excellent examination marks.
The lecturer responsible for the course:
Elisabeth Rakus-Andersson
Docent in Mathematics
Blekinge Institute of Technology
School of Engineering
Department of Mathematics and Science
Linear Optimization – MAB007
Course Literature
The lecturer’s own material (in Swedish and English) (M)
Recommended to read together with the material:
Introduction to Linear Optimization by Dimitris Bertsimas and John N. Tsitsiklis, Athena
Scientific, Belmont, Massahussets, 1997, ISBN: 1-886529-19-1, 587 pages (in English)
Linjär och Icke-linjär Optimering av Jan lundgren, Mikael Rönnqvist, Peter Värbrant,
Studentlitteratur, ISBN: 91-44-01798-7 (in Swedish)
Planning
Week
Chapter
Exercises
35
0.1-0.3,
LP introduction
(M) - 0.1.1, 0.1.2, 0.2.1, 0.3.1, 0.3.2,
36
The simplex method
(M) - 1.1.1-1.1.4, 1.2.1, 1.3.1, 1.4.2, 1.1-1.4,
37
Convex programmes
(M) - 2.1.1-2.1.3, 2.2.1, 2.2.2, 2.3.1, 2.6,
38
4.3,
The Kuhn-Tucker theorem
(M) - 4.1.1, 4.1.2, 4.2.1, 4.2.2, 4.1-
39
5.4.1,
The dual theorem, Play Theory
(M) - 5.1.1, 5.2.1, 5.2.2, 5.3.1, 5.3.2,
5.4.2, 5.1-5.5, 5.7, 5.8,
40
The pseudoinverse
(M) - 8.4.1-8.4.4, 8.4.9, 8.4.10, 8.4.13, 8.5.1,
8.5.3, 8.5.4
41
The approximation by Legendre polynomials (overwiev)
42
Examination
Lecturer responsible for the course: Elisabeth Rakus-Andersson
E-mail: Elisabeth.Andersson@bth.se