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2020-11-13: Strong LP duality theorem (MAT 168 Optimization)

Negative transpose property; the dual of the dual LP is the primal LP. Strong duality theorem (with proof). notes-2020-11-13.pdf Videos and all other materials are copyright 2020 Matthias Köppe…

From  Matthias Koeppe on November 13th, 2020 0 likes 16 plays 0  

2020-10-16: Primal simplex method, optimality certificate (MAT 168 Optimization)

Another step of the simplex method, using Vanderbei's simple pivoting tool (Java version). Nonpositive objective function coefficients in the dictionary as an optimality certificate. General…

From  Matthias Koeppe on October 16th, 2020 0 likes 45 plays 0