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Optimization: principles and algorithms - Linear optimization


Optimization: principles and algorithms - Linear optimization

Introduction to linear optimization, duality and the simplex algorithm.

What you'll 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.


Michel Bierlaire


You'll find more information about EPFL MOOCs here. These courses in particular might be of interest to you:

Optimization: principles and algorithms - Network and discrete optimization
Optimization: principles and algorithms - Unconstrained nonlinear optimization

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