STA323 LINEAR PROGRAMMING

3 Hours/Week, 3 Credits

Elements of linear programming: formulation of linear programming problems, theorems of linear programming. Methods of solution: graphical method, simplex method, revised simplex method, primal-dual problems and their solutions, degeneracy and cyclical problems, sensitivity analysis. Integer linear programming: problem formulation, methods of solution, cutting plane algorithm, branch and bound algorithm, transportation problem. Data envelopment analysis. Analytical hierarchical process. Game theory: two-person zero sum games. Equivalence of two-person zero sum game and a linear programming problem, methods of solution of the game problems.