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Linear optimisation notes

Download the notes here: download

About

This repository contains the lecture notes that have been prepared for graduate-level linear optimisation courses at Aalto University. These lecture notes were written by Fabricio Oliveira based on the following references:

  • Bertsimas and Tsitsiklis (2008), Introduction to Linear Optimization, 2nd edition, Athena Scientific
  • Wolsey (2020), Integer Programming, 2nd edition, Wiley

Though I wrote those, these were improved by the work of many people to whom I am forever thankful, including but not limited to:

  • Juho Andelmin
  • Nikita Belyak
  • Lucas Condeixa
  • Olli Herrala
  • many TAs and students.

Contributing

The material is constantly developing and therefore, subject to error and typos. If you find anything that you suspect to be a problem, please post an issue describing where the problem is and how to solve it. Even better, if you are confident with Githb (or would like to try it out) you can file a pull request directly!

License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

CC BY-NC-SA 4.0