Blog for Math 340, Fall 2014
September 3: Classes start.
WE BEGIN TOPIC 1: read the supplemental article "Matrix Games and Poker"
and look at the matrix games in Washburn's book to which "Matrix Games and
Poker" refers.
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LATER:
WE BEGIN TOPIC 2:
Read Chapters 1 and 2 of Vanderbei: Intro to linear programming and the
simplex method.
- Basic pivoting technique
- Initialization (when the initial dictionary is not feasible)
- Termination (Finding optimal solution or proving unboundedness)
Read Chapter 3 of Vanderbei: The Perturbation Method to avoid degenerate
pivots.
Read Chapter 4 of Vanderbei: The Efficiently of the Simplex Method
WE BEGIN TOPIC 3:
Read Chapter 5 of Vanderbei: Duality
- Duality Theory (5.1-5.4)
- Complementary Slackness (5.5)
- The Dual Simplex Method (5.6)
WE BEGIN TOPIC 4: