
Preface
This book is an outgrowth of lecture notes used for teaching linear program-
ming to graduate students at the University of Toronto (U of T). There have
been hundreds of graduate students over the last decade from various parts of
the U of T that have taken my courses, most notably from industrial engineer-
ing/operations research, electrical, civil, mechanical, and chemical engineer-
ing. This group also includes students in the Masters of Mathematical Finance
(MMF) Program at the U of T, where I have been teaching a special course in
operations research for which the bulk of topics relate to linear and quadratic
programming with applications ...