MATP6640 / ISYE6770 Linear and Conic Optimization
Spring 2022

Course outline.

Grades, software, notes, and other material will be posted on LMS.

Piazza: the piazza page for the class is here. This term we will be using Piazza for class discussion. The system is highly catered to getting you help fast and efficiently from classmates, the TA, and myself. Rather than emailing questions to me, I encourage you to post your questions on Piazza. If you have any problems or feedback for the developers, email team@piazza.com.

Box: In addition to LMS, class material should be posted in this Box folder. Instructions to set up your box account are here: RPI Box account information.

Office hours: On Webex on Thursdays 11am-1pm, or by appointment. https://rensselaer.webex.com/meet/mitchj

Material on reserve in the library.

Scores will be available on LMS

Projects:

Midterm Exam: In class on Friday, March 18.
It will cover everything seen in class through Tuesday, March 15 (Lecture 15).
You can bring one sheet of handwritten notes, no larger than 8.5" x 11". You can write on both sides.
Here are the solutions. Mean: 60.6%, median 65%, StDev 20.3.

Old exams:

Homework:

Information about AMPL. The software and instructions are available on LMS and Box.

Notes: These are typed pdf notes. Handwritten scanned copies of my notes from previous semesters can be found here.

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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