A first course in linear optimization

This is a book on linear optimization, used for graduate-level courses at the University of Michigan. The examples are written using Python/Gurobi.

Topics include:

  • Modeling.
  • Algebra versus geometry.
  • The simplex algorithm.
  • Duality.
  • Sensitivity analysis.
  • Large-scale linear optimization.
  • Integer-linear optimization.

Textbook: A first course in linear optimization.