Models and Techniques

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Linear Programming is the most developed technique of Management Science and Operations Research, and we present a selection of interesting links on it.

Introduction

This is an excellent presentation of Linear Programming, in the form of structured questions and answers, prepared and maintained by Prof. R. Fourer of Northwestern University, in collaboration with Argonne National Laboratories.

It is a brief review on Linear Programming that mainly includes the history and the mathematical basis for this method.

Courses

Lecture notes based on the book "Foundations and Extensions" for Graduate Level students. The book is available on-line. (Refer to the "Mathematical Formulation" section)

Course notes on the simplex method by Michael Trick from the Carnegie Mellon Universtity.

This site consists of seven assignments, its solutions, twenty lectures and general material from the University of Waterloo.

Mathematical Formulation of LP Problems

A book about covers a wide range of subjects concerning optimization and is a valuable source for those who want to learn more about the mathematical formulation of this type of problems. It is written by Robert J. Vanderbei from the Department of Operations Research and Financial Engineering of Princeton University and is used a course book from many Universities.

The simplex method was the first method developed to solve linear programs. In these pages, this site attempts to teach how the simplex method works. Users can select the size of the problem that they want to solve, enter the data, and watch the simplex method go through each step, of every iteration, of the method. This is a brief review on Simplex Method that mainly includes the history and the mathematical basis for this method.

Tutorials on the Simplex Method

Stefan Waner and Steven R. Costenoble from the Department of Mathematics in Hofstra University, provide us with easy tutorials and an quick quiz in linear programming.

A tutorial on Linear Programming, with emphasis on the mathematical formulation, by Michael Trick from the Graduate School of Industrial Administration of the Carnegie Mellon University.

Student Problems in English

Student Problems in Greek

Applications

Software

This is an overview article, published in OR/MS Today, presenting the various software for Linear Programming

This is an overview article, published in Argonne National Laboratories, presenting various software for Linear Programming.