Linear Programming (Fall 2007-2008)

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By: L. Vandenberghe

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Introduction and overview

Linear inequalities

Geometry of linear programming

The linear programming problem

Structural optimization

FIR filter design

Applications in control

Network optimization

Duality (part 1)

Duality (part 2)

The simplex method

The barrier method

Convergence analysis of the barrier method

Primal-dual interior-point methods

Self-dual formulations

Large-scale linear programming

Integer linear programming

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