What is … linear programming?
This page hosts information on Ambros Gleixner's talk "What is …
linear programming?" at the
"What is …?" seminar. The talk will take place on Friday, June 24, 1:00pm at the BMS Loft at
Urania. This talk will help you better understand the talk by
Bernd Sturmfels, which will start at 2pm.
We will again be ordering delivery pizza. If you would like to order pizza with us, please arrive to the "What is …?" seminar by 12:45pm.
Abstract
Linear Programming is arguably the single most essential technique in theory and practice of mathematical optimisation. We will introduce the underlying duality theory including complementary slackness and the central path.
As an example for the powerful algorithms available to solve linear programs, we will sketch a primal-dual interior point method. This algorithm solves a linear program by following the central path to an optimal solution.