Mathematics for Decision Making I

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The mathematics of decision making is very closely tied to the field of mathematical optimization. One of the primary ways mathematics is used to help guide decisions is by maximizing (or minimizing) specific outcomes subject to a list of constraints. Mathematical optimization provides the tools to model and solve such problems.

In this module, we will introduce the fundamentals of linear programming, also called linear optimization and operations research, such as

• simplex method,
• polyhedral geometry, and
• the notion of duality.

Depending on the time, we may also delve into integer programming.

This module is co-taught together with Angela Carnevale. I will teach during the first six weeks, and Angela will teach during the last six weeks.

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Important Module Information:

• Basic module information – the basics.
• Lecture Notes – the notes will be updated continually throughout the semester on GitHub.
• Canvas Page

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