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.
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.
Copyright (c) 2019 Aditya Chetan
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