University of Cambridge

Lectures & Examples

Date Topic
1 27.04. Introduction and Preliminaries .pdf
2 30.04. The Method of Lagrange Multipliers .pdf
3 02.05. Shadow Prices and Lagrangian Duality .pdf
4 04.05. Conditions for Strong Duality .pdf
5 07.05. Solutions of Linear Programs .pdf
6 09.05. Linear Programming Duality .pdf
7 11.05. The Simplex Method .pdf
8 14.05 The Two-Phase Simplex Method .pdf
9 16.05 Non-Cooperative Games .pdf
10 18.05. The Minimum-Cost Flow Problem .pdf
11 21.05. The Transportation Algorithm .pdf
12 23.05. The Maximum Flow Problem .pdf
Lectures 1–12 .pdf
Example Sheet 1 .pdf
Example Sheet 2 .pdf