Optimization: Principles and Algorithms - Linear Optimization

Training overview
Professional Course
Self-paced Online
5 weeks
From 49 USD

Start dates
49 USD
Start anytime

Course description

Optimization: Principles and Algorithms - Linear Optimization

Introduction to linear optimization, duality and the simplex algorithm.

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Who should attend?


The course assumes no prior knowledge of optimization. It relies heavily on linear algebra (matrices, rank, pivoting, etc.)

The knowledge of the programming language Python is an asset to learn the details of the algorithms. However, it is possible to follow the course without programming at all.

Training content

The course is structured into 5 sections.

  • Formulation: you will learn from simple examples how to formulate, transform and characterize an optimization problem.
  • Constraints: you will learn how to represent the constraints of a linear optimization problem, both from a geometric and algebraic point of views.
  • Duality: you will learn how to derive a companion problem called the "dual".
  • Optimality conditions: you will learn sufficient and necessary conditions for an optimal solution.
  • Simplex method: you will learn an algorithm to solve a linear optimization problem.

Course delivery details

This course is offered through Swiss Federal Institute of Technology Lausanne, a partner institute of EdX.

6-8 hours per week


  • Verified Track -$49
  • Audit Track - Free

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141 Portland Street
02139 Cambridge Massachusetts

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