The syllabus is the union of (i) those topics that are lectured (see lecture notes + "A mini-introduction to convexity"), and (ii) from Vanderbei:
- Chapter 1-6: all
- Chapter 7: 7.1
- Chapter 10: 10.1-10.4
- Chapter 11: 11.1-11.3
- Chapter 12: 12.1, 12.4
- Chapter 14 (in 2.ed.: chapter 13): all
As you will (be glad to) see, the intersection between (i) and (ii) above is huge!
We use the book R.Vanderbei, "Linear programming: fundations and extensions". Third Ed., Springer (2008) (or you may use Second edition, Kluwer (2001): the only essential difference is a new chapter 13 on financial applications). See the web page for the book Vanderbei. In addition we use the notes G.Dahl, "A mini-introduction to convexity" (2004).
(Another good book (similar topics and approach) is V. Chvatal, "Linear programming", W.H.Freeman, 1983.)