course serves as an introduction to linear and discrete
optimization from the viewpoint of a mathematician or computer
scientist. Besides learning how linear and discrete optimization can be applied, we focus on
understanding methods that solve linear programs and discrete optimization problems in a mathematically
We will answer questions like:
Does a particular method work correctly?
Does it terminate and, if yes, in what time?
Can we prove that a solution is optimal?
course starts by discussing what a linear program is and how linear programming can be
applied. Then, we will treat the simplex method and the theory of
duality. We will then discuss some combinatorial optimization problems like maximum weight bipartite matching and maximum flows.
course constitutes about half of the material on linear and discrete optimization
that is taught for mathematics and computer science undergraduates at
EPFL and will feature video lectures, quizzes, programming assignments,
and a final exam.
Linear programming, modeling, equivalence of standard forms
Basic solutions, primal and dual feasible basic solutions, pivoting and the simplex method