Syllabus for Math 16

Spring 2002

This is subject to change, so please check regularly.

You may find this simplex tool useful for checking some of your arithmetic.

Week 1

Date

Class Topics

Reading (due next class)

Problems

Group HW

Wed., March 27

Introduction to Mgt. Science & Modeling: operational exercises, gaming, simulation and analytical models.

What is a linear program?

Chp. 1-2

Fri., March 29

Formulating a linear Program

Standard form of an LP

HW 1 Due April 5

Week 2

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., April 1

The LP problem in picture form.

The Simplex Method by Example

Chp. 3

Wed., April 3

Simplex Method in Abstract form

Chp. 3

Fri., April 5

Simplex method in Abstract form continued

Issues with the Simplex Method: Initialization, Unboundedness, Degeneracy, Termination

1. Initialization: Two-Phase Simplex Method

HW 1 Due Today

Week 3

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., April 8

1. Initialization: Two-Phase Simplex Method (cont'd)

2. Unboundedness

HW 2 Due April 15

 

Wed., April 10

3. Degeneracy & Cycling

Chp. 5

Fri., April 12

4. Termination: Bland's Rule, perturbation method, etc.

Week 4

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., April 15

4. Termination: Bland's Rule, perturbation method, etc.

HW 2 Due Today

Wed., April 17

Finish up Bland's Rule

Fundamental Thm of LP

Duality

HW 3 Due April 24

Fri., April 19

Duality Theorem (weak & strong) & Shadow Prices

Chp 6

Week 5

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., April 22

Complementary Slackness, Dual Simplex Method, Dual Phase I method

Tues. April 23

Dual Phase I, Dual Problem in general form

Wed., April 24

Derving Duality from a Resource Allocation Problem

HW 3 Due Today

HW 4 Due May 1

Fri., April 26

No Class

Week 6

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., April 29

Gaussian Elimination

Wed., May 1

Writing Dictionaries in Matrix Notation

 

Game Theory: What is a Matrix game?

HW 4 Due May 1

Chapter 11

Fri., May 3

Game Theory: Finding an optimal Strategy

HW 5 Due May 13

Week 7

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., May 6

More on Games

Mid-Term 7pm-9:30pm Bradley Hall 102

Wed., May 8

Analyzing Simplified Poker

Chp. 12

Fri., May 10

Summary of Zero-Sum Games*

Least Squares

Chp. 4

*For more on Game Theory & Economics click here.

Week 8

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., May 13

Discuss Midterm

HW 5 Due May 13

Tues., May 14

Reminder: If you'd like to see me I have an office hour noon-1pm on Tuesdays when we don't have our X-hour.

Chp. 4

 

Wed., May 15

L1-Regression

Fri., May 17

Efficiency of Algorithms & the Klee-Minty Problem

Chp. 13

HW 6 Due May 24

Week 9

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., May 20

Network Flows: What is a network? Connectedness, Spanning trees

Tues., May 21

Network Flows: Building a Newtwork Flow problem

Wed., May 22

Network Flows: Review of Network Flow set-up. Initializing the primal network simplex method (i..e, how do you find the initial spanning tree if one exists?.

Fri., May 24

Network Flows: Network Simplex Method

HW 6 Due May 24

You should try the following problems 13.1-6

Week 10

Date

Class Topics

Reading (due next class)

Problems

Group HW

Mon., May 27

Memorial Day (no class)

You should try the following problems 13.1-6

Tues., May 28

More on Network Flows

You should try the following problems 13.1-6

Wed., May 29

Wrap-up

Last Day of Class

You should try the following problems 13.1-6

Fri., May 31

Final Exam 8-10am

Bradley 102