LINEAR AND STATISTICAL OPTIMIZATION (UNIT 2)
cod. 1006041

Academic year 2018/19
3° year of course - First semester
Professor
Academic discipline
Statistica economica (SECS-S/03)
Field
Attività formative affini o integrative
Type of training activity
Related/supplementary
48 hours
of face-to-face activities
6 credits
hub: PARMA
course unit
in ITALIAN

Integrated course unit module: LINEAR AND STATISTICAL OPTIMIZATION

Learning objectives

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Prerequisites

Linear Optimization and Statistics (Mod I)

Course unit content

This part of the course applies Linear Programming to the study of matrix game theory and to a number of flow problems on graphs and networks. Network flow problems are linear programming problems of special structure which are important because they represent broad areas of applications arising frequently and because their associated theory provides important insight and suggest new general developments. The problems considered include: the transportation problem (interpreted in terms of graph theory), the assignment problem, the minimum cost flow problem, the transhipment problem, the maximal flow problem. For these problems, we will provide many solution techniques.

Full programme

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Bibliography

- Course lecture notes.
Other books:
- R. Dorfman, P. A. Samuelson, R. M. Solow, Linear programming and
economic analysis, Dover Publications, Inc., New York, 1987, reprint of
the 1958 edition.
- D. Gale, The theory of linear economic models, McGraw-Hill Book Co.,
Inc., New York-Toronto-London, 1960.
- F. S. Hillier, G. J. Lieberman, Introduzione alla ricerca operativa, Ottava
edizione, McGraw-Hill, Milano, 2006.
- D. G. Luenberger, Linear and nonlinear programming, Second edition,
Springer, New York, 2003.
- R. J. Vanderbei, Linear progamming: Foundations and Extensions.

Teaching methods

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Assessment methods and criteria

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Other information

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