Lec 29 MIT 18.085 Computational Science and Engineering I
I thought I would start by maybe the most uh outstanding example uh in this direction of linear programming so linear programming it's an whole area it's linear algebra with inequalities that's what it really is about and um the whole area just sprang into existence after World War II or in the in the developments of World War II uh I guess the name the most famous name in linear programming is uh daning who created this uh Simplex method pretty unusual for a method to um survive fundamentally unchanged for such a long time that the that the first method suggested to solve linear programs should turn out to have such a a long life and still still very alive uh with competition now from uh a different uh a different class of methods but the I hope you'll feel that this subject is kind of fun uh I'm picking linear programming well I'm just creating an example here uh to show what Duality is about um and then the second lecture this afternoon please s...