Math 407 Section AB 
Winter 2019 
LINEAR OPTIMIZATION

Instructor: 
James Burke 

EMail: 
jvburke(at)uw(dot)edu 
Phone: 
5436183 

Office Hours: 
MW 8:209:10pm 
Office: 
C443 Padelford 


Location TBA (PDL C443) 
PreRequisites: 
Math 308 

Classroom: 
MGH 241 
TA: 
Yihao Zhang 

Office hr rm: 
PDL C430 
EMail: 
yihaoz93(dot)uw(dot)edu 

Hours: 
Th 3:305:00pm 





URL for the course website:
 http://www.math.washington.edu/~burke/crs/407/
Text:
Online course notes:
http://www.math.washington.edu/~burke/crs/407/notes/
Course Content:
Math 407 is an introductory course in linear optimization with a focus on linear
programming (or LP), quadratic optimization, and leastsquares.
The four
basic components of the course are modeling, solution methodology, duality
theory, and sensitivity analysis. Modeling concerns the question of how
problems posed in the real world can be formulated in terms of the
mathematical framework called linear programming. Solution methodologies
concern practical techniques for computing the solution of an LP. We focus
on the simplex algorithm due to George Dantzig since it offers a complete
framework for discussing both the geometry and duality theory for linear
programs. Duality theory illustrates the rich underlying mathematical
structure of linear programming and its extensions. We will interpret the
duality theory in a number of ways. In particular, we show how it can be
used to explain pricing systems in market economies. Sensitivity
analysis concerns the behavior of the optimal solution subject to changes in
the initial data describing the problem.
Add codes:
For those students looking for an add code, there will be no overloads for Math 407
and the Math Dept does not keep a wait list for this class.
Come to class the first week and keep checking online enrollments.
The only way to get in to this class is to find an opening online.
Grading:
Quizzes:
There are 8 twenty minute quizzes each worth 70 points. The
quizzes are given each Friday except Friday
February 15 and March 15.
The quizzes cover the homework of the previous week.
The potential content of
the quiz will be announced the Wednesday before the quiz. Each quiz will
contain two questions. The first question will either be to recite the
definition of a vocabulary word or to formulate a problem as an
LP. The second question will be computational in nature.
Your top 5 quiz scores
count toward your grade.
Midterms:
There is one midterm: Wednesday, February 13. The
content of the midterm will be discussed in advance and a sample midterm
will be distributed before the exam. The midterm is worth 300 points.
Final Exam:
The final exam for 407A&B is to be given on
Wednesday, March 20, 8:3010:20pm.
The final will be given in MGH 241.
The final exam is comprehensive. A sample final exam
will be distributed. The final exam is worth 350 points.
Final Grade:
The total number of possible points is 1000:
350 quiz points $+$ 300 midterm points $+$ 350 final
exam points $=$ 1000 points. 
Your final grade will be based on these points.
Note that the quiz grades count for 35% of your grade.
One class curve for all sections is computed
after the final exam has been scored.
Time Conflicts with an Exam:
There will be no makeup quizzes or exams except
in the case of a documented emergency (medical, family, University, ...),
or a documented unavoidable
conflict whose validity is preauthorized by the instructor.
For unavoidable preapproved conflicts, the instructor requires at least one week notice
prior to the exam or quiz
so that it can arrange for you to take the exam or quiz BEFORE the
actual exam date.
Incomplete:
A grade of Incomplete will be given only
if a student is doing satisfactory
work up until the end of the quarter,
and then misses the final exam due to
a documented medical or family emergency.
Important Dates:
Holidays:
Martin Luther King Day, January 21:
President's Day, February 18.
Midterm Date: Wednesday, February 13.
Final Exam: 407A&B:
Wednesday, March 20, 8:3010:20am.