Resource Description

This is a set of lecture notes for Penn State’s undergraduate Linear Programming course.

The lecture notes are (roughly) based on the first 6 chapters of Bazaraa et al.’s Linear Programming and Network Flows book.  This is a reasonably good book, written primarily by and for Industrial Engineers. However, it does not present major results in the standard theorem-proof style common to mathematical discourse. This set of notes corrects this situation by presenting the material in a format for presentation to a mathematics class.

Many of the proofs in this set of notes are adapted from the textbook with some minor additions. Additionally, I prefer to present maximization problems, while Linear Programming and Network Flows prefers the minimization format. I’ve modified all the proofs to operate on maximization problems. When used with the book, the student can obtain a complete set of proofs for elementary Linear Programming.

Resource Description

This is a set of lecture notes for MATH 555, Penn State's graduate Numerical Optimization course. Numerical Optimization is the study of maximizing or minimizing functions through numerical techniques. Generally, it's rare to optimize anything other than through numerical techniques (unless of course you're talking about something really simple). Numerical optimization is used every day and is built on techniques from multi-variable calculus, optimization theory (obviously) numerical linear algebra (for algorithm efficiency) and other branches of mathematics.