Lecture
Linear Programming: Optimization and Duality
Related lectures (57)
Optimal Decision Making: Sensitivity Analysis
Covers sensitivity analysis in linear programming, focusing on optimal solutions and their sensitivities to changes.
Two-phase Simplex Algorithm: Introduction and Duality
Introduces the two-phase simplex algorithm and explores duality in linear programming.
Linear Programming: Weighted Bipartite Matching
Covers linear programming, weighted bipartite matching, and vertex cover problems in optimization.
Optimization Methods: Theory Discussion
Explores optimization methods, including unconstrained problems, linear programming, and heuristic approaches.
Optimization Problems: Path Finding and Portfolio Allocation
Covers optimization problems in path finding and portfolio allocation.
Linear Programming Duality
Covers linear programming duality and complementary slackness condition.
Optimal Decision Making: Duality
Delves into duality in optimization, weak duality, cost certificates, and transforming non-linear programs into linear ones.
Optimization with Constraints: KKT Conditions
Covers the KKT conditions for optimization with constraints, essential for solving constrained optimization problems efficiently.
Linear Programming Duality
Explores Linear Programming Duality, covering weak duality, strong duality, Lagrange multipliers interpretation, and optimization constraints.
Initial BFS
Explores finding the initial Basic Feasible Solution (BFS) in a linear program.