Spring 2006
Instructor: Sergi Elizalde
Lectures: MWF 11:1512:20 in Bradley 013
Xperiod: Tu 11:00  11:50
Office Hours: M 1:353:30, Th 10:0011:00
Office: Bradley 312
Email:
Phone: 6468191
Announcements
Here is this week's homework assignment.
The midterm exams have been scheduled:
Midterm 1  Wednesday, April 19, 11:1512:20.
Midterm 2  Monday, May 15, 11:1512:20.
The final will be a takehome exam, handed out on Friday, May 26 and due on Wednesday, May 31.
Course description
This course provides an introduction to linear programming, a tool widely used in operations research. A linear programming problem deals with the optimization of a linear function subject to a number of constrains. The first objective of the course is to learn what a linear program is and to be able to recognize it in "realworld problems". We will learn how to solve linear programming problems using the simplex method. The study of the simplex method will involve duality theory, implementation issues, measuring the efficiency of the algorithms, and other related topics. We conclude the course with applications of linear programming to game theory and network flows. If time permits we will also address integer programming and interior point methods.
Textbook
Linear Programming Foundations and Extensions by Robert J. Vanderbei. Second edition
Tentative syllabus
This syllabus is subject to change, but it should give you an idea of the topics I want you to learn.
Chapters 
Brief Description 

Week 1  1, 2  Linear
Programming and the simplex method. 

Week 2  2, 3  Simplex
method and degeneracy 

Week 3  3, 4  Analysis
of the simplex method and the Dual problem. 

Week 4  5  The dual
problem and weak and strong duality theorems. 

Week 5  6, 7, 8 
Matrix notation, sensitivity analysis, implementation issues. 

Week 6  10, 11 
Convex analysis. Matrix games.


Week 7  11 
Minimax
theorem. Simplified poker. 

Week 8  13 
Network Flows Primal
Network simplex Method. 

Week 9  13 
Primal/Dual network simplex method and applications of network flows. 

Week 10  22 (tentative)  Integer
Programming. 
Grading
The course grade will be based on the homework (20%), two midterms (25% each), a final exam (25%), and class participation (5%).
Homework
There will be homework due every week. It will consist typically of a reading assignment (of the part of the book covered in class) and some problems. Collaboration in the homework is permitted, but you are not allowed to copy someone else's work. The solutions must be written individually. You have to mention on your problem set the names of the students that you worked with.
Exams
On the midterms and the final exam you must work on the problems on
your own. No collaboration permitted in the exams.
Students with
disabilities: Students with learning,
physical, or psychiatric disabilities enrolled in this course that may need
disabilityrelated classroom accommodations are encouraged to make an office
appointment to see me before the end of the second week of the term. All
discussions will remain confidential, although the Student Disability
Services office may be consulted to discuss
appropriate implementation of any accommodation requested.
Last modified on May 18, 2006.