Linear programming is an important branch of Operations Research. This mathematical technique consists of a set of methods which enables to obtain the optimal solution for linear optimization problems subject to certain constraints. These kind of problems emerge in different practical contexts where the aim is to find the optimal distribution of limited resources, subject to a variety of constraints. In linear programming, a mathematical linear model is used to describe the problem.

In this course, different linear programming techniques are analyzed. First, we see how to proceed in order to formulate a linear model that represents the problem. Next, we introduce some techniques to solve linear models, such as the simplex algorithm, the dual simplex algorithm, the transportation algorithm specially designed to solve the transportation problem, the Hungarian algorithm designed to solve the assignment problem and the branch and bound algorithm, to find an optimal solution to an integer linear programming. The sensitivity analysis and the duality are also studied.
Azken aldaketa: asteazkena, 2012(e)ko maiatzaren 23(e)an, 14:46(e)tan