Math 407: Linear Optimization (Fall 2022)

Lecture (Sections A/C) MWF 1:30pm - 2:20pm in CDH 139
Lecture (Sections B/D) MWF 11:30am - 12:20pm in MUE 153
Class Syllabus

Instructor: Cynthia Vinzant (email), Office Hours: MW 2:45-3:45pm, M in PDL C-38, W in THO 202, or MW on Zoom
Teaching Assistants:
Tracy Chin (email), Office Hours: T 2:30-3:30pm, W 12:30-1:30pm in PDL C-110
Cameron Wright (email), Office Hours: T/Th 1:30 - 2:30pm on Zoom

Quick Links
Gradescope: Sections A/C, Sections B/D
Discussion Board

References
(MG) Understanding and Using Linear Programming by Jiří Matoušek and Bernd Gärtner
(B) Jim Burke's course text for Math 407
(C) Linear programming by Vašek Chvátal, available on Canvas (A/C, B/D)

Schedule (Tentative)
WeekTopicReadingHomework
Sept. 28 - 30Introduction
Notes: 9/28, 9/30
Video: 9/28, 9/30		 MG 1.1, 1.3, 1.4, 2.1 Self-Diagnostic Test (Solutions)
Feedback form, due Sept. 30
HW 1 (.tex, .pdf), due Oct. 6
Oct. 3 - 7 Geometry and Convexity
Notes: 10/3, 10/5, 10/7
Video: 10/3, 10/5, 10/7 		MG 4.3, 4.4 HW 2 (.tex, .pdf), due Oct. 13
Oct. 10 - 14 Formulations of Linear Programs
Notes: 10/10, 10/12, 10/14
Video: 10/10, 10/12, 10/14		MG 4.1, 4.2 HW 3 (.tex, .pdf), due Oct. 20
Oct. 17 - 21 The Simplex Method
Notes: 10/17, 10/19, 10/21
Video: 10/17, 10/19, 10/21		 MG 5
Cycling example
and more and more 		HW 4 (.tex, .pdf), due Oct. 27
Oct. 24 - 28 Algorithms
Notes: 10/24, 10/26, 10/28
Video: 10/24, 10/26, 10/28		MG 5, 7
Example		 Practice Problems
(Do not turn in)
Oct. 31 - Nov. 4 Review
Notes: 10/31, 11/04
Video: 10/31, 11/04 		Midterm in class Nov. 2
(First Page)
Nov. 7 - 9
No Class Nov. 11		 Modeling
Notes: 11/07, 11/09
Video: 11/07, 11/09 		MG 2,3
Burke's LP Models 		HW 5 (.tex, .pdf), due Nov. 17
Nov. 14 - 18
 Duality
Notes: 11/14, 11/18
Video: 11/14, 11/18 		MG 6
Nov. 16 Worksheet
Nov. 21 - 23
No Class Nov. 25 		Duality cont'
Notes: 11/21, 11/23
Video: 11/21, 11/23 		MG 6 HW 6 (.tex, .pdf) due Dec. 1
Nov. 28 - Dec. 2 Sensitivity Analysis
Notes: 11/28, 11/30, 12/02
Video: 11/28, 11/30, 12/02		 B Sect. 6
C Ch. 10
Example 		HW 7 (.tex, .pdf) due Dec. 9
Dec. 5 - 9 Sensitivity Analysis cont'
Notes: 12/05, 12/07, 12/09
Video: 12/05, 12/07, 12/09 		B Sect. 6
C pg 65-67 and Ch. 10
Dec. 12 - 14 Final ExamFinal Exam Details
 A/C Dec. 12, 2:30-4:20pm
B/D Dec. 14, 2:30-4:20pm