Linear Programming

Lecturer:

Petr Kubera (gar.)

Tutor:

Petr Kubera (gar.)

Supervisor:

Synopsis:

The aim of this course is to provide students with a knowledge of linear models for economics decision.

Requirements:

Syllabus of lectures:

Formulation of linear models: typical models

Introduction to linear models: basics facts, existence of optimal solution

Solution of linear models : simplex algorithm, big M-method, graphic solution

Degeneration of LP

Theory of duality: dual simplex algorithm

Post-optimal analysis, sensitivity analysis

Parametric programming

Integer programming: cutting plane method, branches and bounds method

Software solvers

Multi-criteria decision

Goal programming

Syllabus of tutorials:

The structure of exercises is identical to lectures. Exercises are focused on typical problems from each theme.

Formulation of linear models: typical models

Introduction to linear models: basics facts, existence of optimal solution

Solution of linear models : simplex algorithm, big M-method, graphic solution

Degeneration of LP

Theory of duality: dual simplex algorithm

Post-optimal analysis, sensitivity analysis

Parametric programming

Integer programming: cutting plane method, branches and bounds method

Software solvers

Multi-criteria decision

Goal programming

Study Objective:

Knowledge: The aim of this course is to provide students basic overview of methods linear of programing

Abilities: Students gains ability to select and use appropriate method for their decision.

Study materials:

Key references:

Linear models; Lagová Milada, Jablonský Josef; Oeconomica; Praha 2004; (in Czech)

Recommended references:

Economical and mathematics methods; Vaněčková Eva; JČU; České Budějovice 1996; (in Czech)

Note:

Time-table for winter semester 2011/2012:

Time-table is not available yet

Time-table for summer semester 2011/2012:

Time-table is not available yet

The course is a part of the following study plans: