27rd January 2003 - Linear Programming

After last week you might want to know more about matrix perturbation theory. If so, David has some notes on the subject. Some of this will be familiar to anyone who studied undergraduate level quantum physics, but there we (well I) only ever considered Hermitian matrices. David will be around next week if you have any questions.

This week Zoubin and Eric are going to give an introduction to Linear programming.

They've decided to use books to present the material, so it isn't available online.

Readings are on the table under the mailboxes on the Gatsby 4th floor. The primary reading, which we're expecting everyone to look at, is Strang [Linear Algebra and Its Applications] Ch.8, titled "Linear Programming and Game Theory." There are several copies available. Please do not take the one with the red AIRMAIL stamp.

They've also left two supplementary readings for those who want more detail. These are Luenberger [Linear and Nonlinear Programming] Ch.2-4, and Vanderbei [Linear Programming: Foundations and Extensions] Ch.16-17. Only one copy is available, so please do not take the originals away.