MATP6640 / ISYE6770 Linear Programming
Spring 2016

Course outline.

Office hours: Tuesdays 2-4pm, Wednesdays 12 noon-2pm, or by appointment.

Material on reserve in the library.

Projects: Here is some information about the requirements for your project reports and presentations.

Midterm Exam: In class on Friday, April 8
It will cover everything seen in class through Tuesday, March 29.
You can bring one sheet of handwritten notes, no larger than 8.5" x 11". You can write on both sides.

Homework:

Information about AMPL.

Notes: Handwritten scanned copies of my notes from previous semesters (pdf files):

Handouts:

  1. Linear algebra. (Lecture 1.)
  2. Subspaces, affine sets, convex sets, and cones. (Lecture 1.)
  3. Dimension, polyhedra, and faces. (Lecture 1.)
  4. An iteration of the simplex algorithm and the algorithm. (Lecture 4.)
  5. Handling upper bounds in the simplex algorithm. (Lecture 5.)
  6. The dual simplex algorithm. (Lecture 6.)
  7. Extreme points and extreme rays of polyhedra. (Lecture 8.)
  8. An example of Dantzig-Wolfe decomposition. (Lecture 9.)

Papers and resources:


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