CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...

This article proposes a constrained ℓ₁ minimization method for estimating a sparse inverse covariance matrix based on a sample of n iid p-variate random variables. The resulting estimator is shown to ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

George B. Dantzig, the mathematician who invented the field of linear programming, which revolutionized the way government and private enterprise planned, scheduled and generally conducted their ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975 ...