3rd February 2003 - Linear programming
Following on from last week, Ed and Angela are going to sort out
unresolved issues and move onto Lagrangian methods and duality.
- Please read: Geoffrey J.
Gordon's notes . Lagrangian formulation of LP, relationship to
saddle-point optimization, game theory, duality, log-barrier methods, and
- If at all possible, please also read Daniel Kleitman course
notes: chapters 26 and
27 and 28. An
intuitive overview of Linear Programming, the Simplex algorithm, and Duality,
with applications to Network Flow/Min-Cut.
- If you have lots of time, Richard Weber's
notes are also excellent. Ed says that chapters 5, 6, 7, 9, 10 and 11 (!) are
If you have trouble obtaining the reading material, please contact Iain. Other related material is
available on the journal club's Mathematical Programming