Math 407: Linear Optimization (Fall 2023)

Lecture (Sections A/C) MWF 2:30pm - 3:20pm in SMI 102
Lecture (Sections B/D) MWF 11:30am - 12:20pm in MGH 241
Class Syllabus

Instructor: Cynthia Vinzant (email), Office Hours: MW 1:30-2:20pm in SMI 109

OH during finals week: Monday, Dec. 11, 2-3pm, PDL C-401

Teaching Assistants:
Tracy Chin (email), Office Hours: T, Th 2-3pm in LOW 113
Cameron Wright (email), Office Hours: M 4-5pm, Th 1-2pm in PDL C-20

Quick Links: Gradescope, 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

Schedule (Tentative)
WeekTopicReadingHomework
Sept. 27-29Introduction
Notes: 9/27, 9/29
MG 1.1, 1.3, 1.4, 2.1 Self-Diagnostic Test
HW 1, due Oct. 5 (.tex, .pdf)
Oct. 2-6 Geometry and Convexity
Notes: 10/02, 10/04, 10/06
MG 4.3, 4.4 HW 2, due Oct. 12 (.tex, .pdf)
Oct. 9-13 Formulations of Linear Programs
Notes: 10/09, 10/11, 10/13
MG 4.1, 4.2, 5.5 HW 3, due Oct. 19 (.tex, .pdf)
Oct. 16-20 The Simplex Method
Notes: 10/16, 10/18, 10/20
Code: Example 1, Example 2
MG 5
Cycling example
and more and more
HW 4, due Oct. 26 (.tex, .pdf)
Oct. 23-27 Algorithms
Notes: 10/23, 10/25, 10/27
MG 5, 7
Larger Example
study for the midterm
Oct. 30 - Nov. 3 Review, Midterm, Duality
Notes: 10/30, 11/03
HW 5, due Nov. 9 (.tex, .pdf)
Nov. 6-8
No Class Nov. 10
Duality
Notes: 11/06, 11/08
MG 6HW 6, due Nov. 16 (.tex, .pdf)
Nov. 13 - 17
Duality cont'
Notes: 11/13, 11/15, 11/17
MG 6
Nov. 20-22
No Class Nov. 24
Modeling and IP
Notes: 11/20, 11/22
MG 2,3HW 7, due Nov. 30 (.tex, .pdf)
Nov. 27 - Dec. 1 Sensitivity Analysis
Notes: 11/27, 11/29, 12/01
B Sect. 6
C Ch. 10
HW 8, due Dec. 7 (.tex, .pdf)
Dec. 4-8 Sensitivity Analysis cont'
Notes: 12/04, 12/06, 12/08
B Sect. 6
C pg 65-67 and Ch. 10
Dec. 12 - 13 Final Exam A/C Dec. 12, 2:30-4:20pm
B/D Dec. 13, 2:30-4:20pm