COS 323 - Computing for the Physical and Social Sciences
Spring 2006
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Outline and lecture notes
Assignments
Lecture #4: Linear Programming
Book on linear programming by Robert Vanderbei
Slides by Vanderbei on the
simplex method
and
applications of linear programming
(including portfolio optimization)
Simplex method Java applet
Numerical recipes
book chapter on linear programming
Last update 10-Feb-2005 13:46:50
smr at princeton edu
