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Introduction including: applications to economics and engineering; the simplex and interior-point methods; parametric programming and post-optimality analysis; duality matrix games, linear systems solvability theory and linear systems duality theory; polyhedral sets and cones, including their convexity and separation properties and dual representations; equilibrium prices, Lagrange multipliers, subgradients and sensitivity analysis.

Prerequisite: An introductory linear algebra course similar to ²Ñ´¡Ìý405

Typically offered in Fall only