Academic Notes · Optimization · Linear Methods

Linear Programming

Notes on linear optimization, feasible regions, polyhedra, primal-dual formulations, weak and strong duality, complementary slackness, Farkas' lemma, simplex geometry, and sensitivity analysis.

Linear Programming

Notes and drafts.

This section collects notes on the geometry, algebra, and duality theory of linear programming. The focus is on polyhedral feasible regions, primal-dual structure, certificates of optimality and infeasibility, and algorithmic interpretation.

Linear Programming Notes

Full PDF · Polyhedra, duality, simplex method, and sensitivity

A consolidated set of notes on linear programming, including standard forms, feasible regions, duality, complementary slackness, Farkas' lemma, and the geometric logic of the simplex method.

Open PDF

Linear Programming Duality

Section PDF · Weak duality, strong duality, and complementary slackness

A focused note on primal-dual linear programs, weak duality, strong duality, complementary slackness, and economic interpretations of dual variables.

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Farkas' Lemma and Theorems of Alternatives

Section note · Coming soon

Notes on alternative systems, infeasibility certificates, separating hyperplanes, and how Farkas' lemma supports linear programming duality.

Coming soon

Simplex Method: Geometry Before Algorithm

Section note · Coming soon

A geometric introduction to vertices, bases, basic feasible solutions, adjacent extreme points, pivoting, and objective improvement.

Coming soon

Sensitivity Analysis

Section note · Coming soon

Notes on shadow prices, reduced costs, right-hand-side perturbations, objective coefficient changes, and stability of optimal bases.

Coming soon