Math 407 Section A-B Winter 2019
LINEAR OPTIMIZATION
Instructor: E-Mail: Phone: James Burke jvburke(at)uw(dot)edu 543-6183 MW 8:20-9:10pm C-443 Padelford Location TBA (PDL C-443) Math 308 MGH 241 Yihao Zhang PDL C-430 yihaoz93(dot)uw(dot)edu Th 3:30-5:00pm

#### 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 least-squares. 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.

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 on-line enrollments. The only way to get in to this class is to find an opening online.

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, 8:30-10:20pm. 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 make-up quizzes or exams except in the case of a documented emergency (medical, family, University, ...), or a documented unavoidable conflict whose validity is pre-authorized by the instructor. For unavoidable pre-approved 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, 8:30-10:20am.