MATP6640 / ISYE6770 Linear Programming
Spring 2012
Course outline.
Office hours: Tuesdays 12noon-2pm, Wednesdays 2-4pm, or by appointment.
Material
on reserve in the library.
Projects:
Midterm Exam:
Homework:
Information about
AMPL.
Notes:
Handwritten scanned copies of my notes from previous semesters (pdf files):
- Introduction, basic feasible solutions,
duality, and the simplex algorithm.
- Introduction: January 24: Pages 1-8.
Pages 5-8 are covered in
the
first
three
handouts
- Basic feasible solutions, degeneracy: January 27: Pages 9-19.
- Duality: January 31: Pages 20-29.
- The simplex algorithm: February 3: Pages 30-42.
See also two handouts.
- Multiple optimal solutions, handling free variables
and upper bounds: February 7: Pages 43-50.
See also a handout.
- Revised simplex, resolution.
- February 7:
Revised simplex method, pages 1-8.
- February 10:
Dual simplex method, via a
handout.
Fourier-Motzkin elimination, pages 16-22.
Introduction to
AMPL.
- February 14:
Resolution, pages 9-15.
The Weyl and Minkowski theorems, pages 23-29.
Handouts:
- Linear
algebra. (Jan 24.)
- Subspaces,
affine sets, convex sets, and cones. (Jan 24.)
- Dimension, polyhedra, and
faces. (Jan 24.)
-
An iteration of the simplex algorithm
and
the algorithm. (Feb 3.)
-
Handling upper bounds in
the simplex algorithm. (Feb 7.)
- The dual simplex
algorithm. (Feb 10.)
- Extreme points
and extreme rays of polyhedra. (Feb 17.)
Papers and resources:
John Mitchell's homepage.
Mathematics
Course Materials.
