Linear and integer optimization

Connect polyhedral geometry, combinatorial structure, algorithms, and certificates for discrete optimization.

10 published lessons1 module216 min of guided study
  1. 01
    Linear and integer optimizationadvanced · 10 lessons

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Linear and integer optimization

Connect polyhedral geometry, combinatorial structure, algorithms, and certificates for discrete optimization.

  1. 01

    Polyhedra, faces, and extreme points

    Read linear constraints as geometry and determine when an optimum can be certified at a vertex.

    19 min
  2. 02

    Standard forms and basic feasible solutions

    Translate constraints without changing the optimization problem and connect algebraic bases to vertices.

    19 min
  3. 03

    Simplex pivots and degeneracy

    Derive reduced costs and the ratio test, then distinguish geometric progress from a change of basis.

    21 min
  4. 04

    Linear programming duality and certificates

    Prove global bounds by weighted constraints and distinguish optimality, infeasibility, and unboundedness certificates.

    21 min
  5. 05

    Complementary slackness and sensitivity

    Turn a duality gap into componentwise conditions and identify the range over which shadow prices remain valid.

    22 min
  6. 06

    Interior-point methods and the central path

    Derive barrier optimality conditions and use primal-dual complementarity to measure distance from an LP optimum.

    23 min
  7. 07

    Total unimodularity and integrality

    Use determinant structure to explain when a continuous relaxation already has integral vertices.

    22 min
  8. 08

    Network-flow linear programs

    Formulate conservation and capacity constraints, then connect integral flows, cuts, and min-cost potentials.

    22 min
  9. 09

    Branch and bound and valid bounds

    Build an exhaustive integer search whose relaxed bounds justify pruning and whose incumbent certifies achievable value.

    23 min
  10. 10

    Cutting planes and integer hulls

    Derive valid inequalities that remove fractional relaxations while preserving every intended integer solution.

    24 min
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