| Prerequisite: MT210 Linear Algebra.
The MT 435-436 sequence demonstrates how mathematical theory can be developed
and applied to solve problems from management, economics, and the social
sciences.
Topics studied from linear programming include a general discussion of
linear optimization models, the theory and development of the simplex
algorithm, degeneracy, duality, sensitivity analysis, and the dual simplex
algorithm. Integer programming problems, and the transportation and assignment
problems are considered,and algorithms are developed for their resolution.
Other topics are drawn from game theory, dynamic programming, Markov decision
processes (with finite and infinite horizons), network analysis, and nonlinear
programming. |