The course is an introduction to linear and discrete optimization - an important part of computational mathematics with a wide range of applications in many areas of everyday life.

This course serves as an introduction to linear and discrete optimization from the viewpoint of a mathematician or computer scientist.  Besides learning how linear and discrete optimization can be applied, we focus on understanding methods that solve linear programs and discrete optimization problems in a mathematically rigorous way.

We will answer  questions like:

• Does a particular method work correctly?
• Does it terminate and, if yes, in what time?
• Can we prove that a solution is optimal?

The course starts by discussing what a linear program is and how linear programming can be applied. Then, we will treat the simplex method and the theory of duality. We will then discuss some combinatorial optimization problems like maximum weight bipartite matching and maximum flows. 

The course constitutes about half of the material on linear and discrete optimization that is taught for mathematics and computer science undergraduates at EPFL and will feature video lectures, quizzes, programming assignments, and a final exam.

Will I get a certificate for completing this class?
Students who successfully complete the class (70% of assignments and final exam) will receive a certificate signed by the instructor. 

What resources will I need for the class?
For this course, all you need is an Internet connection, and the time to read and think.

What are the prerequisites for this class?
The most important prerequisites are solid knowledge of linear algebra and some programming proficiency in a higher level programming language such as Java or Python.

The most important prerequisite is familiarity with linear algebra. It will be useful to have some programming proficiency in a higher level programming language such as Java or Python.