Linear Optimization and Network Flows
Program Overview
Department of Industrial Engineering & Operations Research, IIT Bombay
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The Department of Industrial Engineering & Operations Research at IIT Bombay offers various academic programs, including Ph.D., M.Sc., M.Sc-Ph.D., M.Tech, B.Tech, and B.Tech Minor. The department also provides opportunities for research and collaboration with faculty and industry partners.
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IE209: Linear Optimization and Network Flows
Course Description
This course covers the formulation and solution of linear optimization models, including examples from production planning, scheduling, investment analysis, and more. Topics include:
- Formulating Linear Optimization Models
- Solving Linear Optimization Problems
- Linear Optimization Software
- Linear Optimization Duality
- Network Flow Problems
- Algorithms for Network Flow Problems
Course Contents
The course covers the following topics:
- Extreme point optimality
- Basic feasible solutions and the standard-form LP
- The simplex method
- Solving linear programming problems using software tools like PuLP
- Extracting useful information from the solutions
- Linear Optimization Duality
- Network Flow Problems
- Linear Programming formulations of Shortest Path, Maximum Flow, Min Cost flow, and their duals
- Algorithms for shortest path problems, including Dijkstra's Algorithm and the A* algorithm
References
The course references the following texts:
- Wayne Winston, Operations Research: Applications and Algorithms, 2003
- Jon Lee, A First Course in Linear Optimization, Second Edition, Reex Press, 2013
- Bradley, Hax, and Magnanti, Applied Mathematical Programming, 1977
- Ahuja, Magnanti, and James B. Orlin, Network Flows: Theory, Algorithms, and Applications, 1993
