Optimization: principles and algorithms - Linear optimization

Introduction to linear optimization, duality and the simplex algorithm.

The course is structured into 5 sections.

• Formulation: you will learn from simple examples how to formulate, transform and characterize an optimization problem.
• Constraints: you will learn how to represent the constraints of a linear optimization problem, both from a geometric and algebraic point of views.
• Duality: you will learn how to derive a companion problem called the "dual".
• Optimality conditions: you will learn sufficient and necessary conditions for an optimal solution.
• Simplex method: you will learn an algorithm to solve a linear optimization problem.