Velkommen/Welcome to Linear Optimization!

Velkommen/Welcome to MAT-INF3100 Line?r optimering/Linear optimization spring 2014! The lectures are in English if there are foreign exchange-students asking for it.

Here you will learn about linear optimization (also called linear programming, LP) and the simplex algorithm; this is one of the most used algorithms in the world! LP is very useful in many areas, for instance in mathematical (and computational) finance, transportation analysis/planning, scheduling etc. You will also gain insight into applications and the theory of polyhedra (geometrical objects, examples include triangles, pyramids, cubes ...). If you like linear algebra and matrices, there is a good chance that you'll like this course as well! By the way, the book we use (Vanderbei, Linear Programming) may be read for free online (see this page), or you may buy a copy at Akademika. There are also some lecture notes on convexity (on webpage). The lectures are given by Geir Dahl [geird@math.uio.no] and responsible for the class (exercises) is Torkel Haufmann [torkelah@math.uio.no].For some exercises/projects we (i.e., you) will use the optimization program OPL-CPLEX and Matlab (or some other language you prefer). An introduction to OPL-CPLEX is given.