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The Simplex Method - Finding a Maximum / Word Problem Example
(5 Parts)
PatrickJMT
Part 1
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Part 4
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Fundamentals of Operations Research
Professor G. Srinivasan
Department of Management Studies
India Institute of Technology, Madras
22 Lectures

Lec 1: Introduction to Linear Programming Formulation
Lec 2: Linear Programming Formulations (Contd...)
Lec 3: Linear Programming Solutions- Graphical Methods
Lec 4: Linear Programming Solutions - Simplex Algorithm
Lec 5: Simplex Algorithm-Minimization Problems
Lec 6: Simplex Algorithm - Initialization and Iteration
Lec 7: Simplex Algorithm - Termination
Lec 8: Introduction to Duality
Lec 9: Primal Dual Relationships, Duality Theorems
Lec 10: Dual Variables and the Simplex Tables
Lec 11: Simplex Algorithm in Matrix Form - Sensitivity Analysis
Lec 12: Sensitivity Analysis Transportation Problem (Intro...)
Lec 13: Transportation Problems
Lec 14: Transportation Problem-Optimal Solutions
Lec 15: Transportation Problem-Other Issues
Lec 16: Assignment Problem - Hungarian Algorithm
Lec 17: Other Issues - Introduction to Dynamic Programming
Lec 19: Dynamic Programming - Continuous Variables
Lec 20: Dynamic Programming - Linear and Integer Problems
Lec 21: Inventory Models - Deterministic Models
Lec 22: Inventory Models - Discount Models

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Advanced Operations Research
Professor G. Srinivasan
Department of Management Studies
India Institute of Technology, Madras
29 Lectures
Lec 1: Introduction and Linear Programming
Lec 2: Revised Simplex Algorithm
Lec 3: Simplex Method for Bounded Variables
Lec 4: One Dimensional Cutting Stock Problem
Lec 5: One Dimensional Cutting Stock Problem(Contd)
Lec 6: Dantzig-Wolfe Decomposition Algorithm
Lec 7: Dantzig-Wolfe Decomposition Algorithm Primal-Dual Algorithm
Lec 8: Primal-Dual Algorithm
Lec 9: Goal Programming-Formulations
Lec 10: Goal Programming Solutions Complexity of Simplex Algorithm
Lec 11: Complexity of Simplex Algorithm(Contd) Integer Programming
Lec 12: Integer Programming-Formulations
Lec 13: Solving Zero-One Problems
Lec 14: Solving Zero-One Problems(Contd)
Lec 15: Branch And Bond Algorithm For Integer Programming
Lec 16: Cutting Plane Algorithm
Lec 17: All Integer Primal Algorithm
Lec 19: Network Models
Lec 20: Shortest Path Problem
Lec 21: Successive Shortest Path Problem
Lec 22: Maximum Flow Problem
Lec 23: Minimum Cost Flow Problem
Lec 24: Traveling Salesman Problem(TSP)
Lec 25: Branch and Bound Algorithms for TSP
Lec 26: Heuristics for TSP
Lec 27: Heuristics for TSP(Contd)
Lec 28: Chinese Postman Problem
Lec 29: Vehicle Routeing Problem
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Linear programming and Extensions
Professor Prabha Sharma
Department of Mathematics and Statistics
India Institute of Technology, Kanpur
40 Lectures
Lec 1: Introduction to Linear Programming Problems
Lec 2: Vector space, Linear independence and dependence, basis
Lec 3: SMoving from one basic feasible solution to another, optimality criteria
Lec 4: Basic feasible solutions, existence & derivation
Lec 5: Convex sets, dimension of a polyhedron, Faces, Example of a polytope
Lec 6: Direction of a polyhedron, correspondence between bfs and extreme points
Lec 7: Representation theorem, LPP solution is a bfs, Assignment 1
Lec 8: Development of the Simplex Algorithm, Unboundedness, Simplex Tableau
Lec 9: Simplex Tableau & algorithm ,Cycling, Bland's anti-cycling rules, Phase I & Phase II
Lec 10: Big-M method,Graphical solutions, adjacent extreme pts and adjacent bfs
Lec 11: Assignment 2, progress of Simplex algorithm on a polytope, bounded variable LPP
Lec 12: Bounded variable, Revised Simplex algorithm, Duality theory, weak duality theorem
Lec 13: Weak duality theorem, economic interpretation of dual variables
Lec 14: Examples of writing the dual, complementary slackness theorem.
Lec 15: Complementary slackness conditions, Dual Simplex algorithm, Assignment 3
Lec 16: Primal-dual algorithm
Lec 17: Problem in lecture 16, starting dual feasible solution, Shortest Path Problem
Lec 18: Shortest Path Problem, Primal-dual method, example
Lec 19: Shortest Path Problem-complexity, interpretation of dual variables
Lec 20: Assignment 4, postoptimality analysis, changes in b, adding a new constraint
Lec 21: Parametric LPP-Right hand side vector
Lec 22: Parametric cost vector LPP
Lec 23: Parametric cost vector LPP, Introduction to Min-cost flow problem
Lec 24: Mini-cost flow problem-Transportation problem
Lec 25: Transportation problem degeneracy, cycling
Lec 26: Sensitivity analysis
Lec 27: Sensitivity analysis
Lec 28: Bounded variable transportation problem, min-cost flow problem.
Lec 29: Min-cost flow problem
Lec 30: Starting feasible solution, Lexicographic method for preventing cycling
Lec 31: Assignment 6, Shortest path problem, Shortest Path between any two nodes
Lec 32: Min-cost-flow Sensitivity analysis Shortest path problem sensitivity analysis
Lec 33: Min-cost flow changes in arc capacities , Max-flow problem, assignment 7
Lec 34: Problem 3 (assignment 7), Min-cut Max-flow theorem, Labelling algorithm
Lec 35: Max-flow - Critical capacity of an arc, starting solution for min-cost flow problem
Lec 36: Improved Max-flow algorithm
Lec 37: Critical Path Method (CPM)
Lec 38: Programme Evaluation and Review Technique (PERT)
Lec 39: Simplex Algorithm is not polynomial time- An example
Lec 40: Interior Point Methods
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Convex Optimization I
Professor Stephen Boyd
Electrical Engineering Department
Stanford University
Lectures 1 through 19
Videos 1 through 19

Convex Optimization II
Professor Stephen Boyd
Electrical Engineering Department
Stanford University
Lectures 1 through 18
Videos 20 through 37

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