Ron Shamir, Probabilistic Analysis in Linear Programming, Statistical Science, Vol. 8, No. 1, Report from the Committee on Applied and Theoretical Statistics of the National Research Council on ...

Possible applications include obtaining bounds for the reliability of a stochastic system, solving algorithmically some stochastic programming problems, and approximating multivariate probabilities in ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

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