Linear and Nonlinear Programming

Linear programming and optimization techniques are essential in system analysis. Therefore, it is important to learn linear and nonlinear programming optimisation problems and their solutions. This course enables students to appreciate optimization concepts and common tools including linear programming and nonlinear programming. The students are expected to be able to formulate mathematical optimization problems from their practical and daily management problems and from budget planning scenarios.

What You'll Learn

• Linear Programming and Simplex method.
• Duality and sensitivity analysis.
• Transportation and assignment problems.
• Applications examples for budget planning, operation management.
• Unconstrained optimization: Fibonacci, golden section Newton's and other methods.
• Optimization with equality and inequality constraints: nonlinear optimization, Kuhn-Tucker conditions, quadratic programming