justachetan/linear-optimisation

Code written as a part of assignments for MTH374 - Linear Optimisation taken by Dr. Pravesh Biyani at IIIT Delhi in Winter 2019 Semester

MTH374 Linear Optimisation

This course contains all the assignments of the Linear Optimisation course taken by Prof. Pravesh Biyani at IIIT Delhi during Winter 2019.

We did AMPL modelling in Assignment 1, followed by a Dual Phase Simplex in Assignment 3 and lastly the Primal-Dual Interior point method in Assignment 4. Assignment 2 was a theoretical assignment and is hence not shared here.

Course Description

This course aims at introducing students to the application of optimization techniques to various areas of CSE and ECE. We will primarily focus on linear optimization (linear programming) and learn about the structural and algorithmic aspects of optimization problems. The theoretical assignments will aim at developing the necessary skills for analysing algorithms and formulation of LPs. Computational assignments will complement the theory by modeling real-world problems as linear programs and solve them using publicly available solvers. Towards the end of the course, we will briefly discuss convex programs and semi-definite programs (SDPs) with real-world applications and point to some of the existing solvers for this class of problems.

License

Copyright (c) 2019 Aditya Chetan

For license information, see LICENSE or http://mit-license.org