IEOR 3608
Fall 2002

Introduction to Mathematical Programming

Professor Cliff Stein

Syllabus (Tentative)

Class Number Date Topics Reading HW Assigned HW Due
1 9/4 Introduction, Administration, Examples of mathematical programs Chapter 1
2 9/9 Formulation of LP, solving 2-d LPs graphically, extreme points, feasible and infeasible LPs, bounded and unbounded LPs Chapter 3.1 -3.3,
R1 Review of linear algebra Chapter 2
3 9/11 Examples and modelling Some examples from remainder of chapter 3 HW 1
R2 Examples of linear programs.
4 9/18 Standard form, basic and non-basic variables, basic feasible sloutions, beginning of simplex algorithm Chapter 4.1-4.6 HW 2 HW 1
5 9/23 Simplex algorithm Chapter 4.1-4.6
R3 The simplex algorithm
6 9/25 Simplex algorithm Chapter 4.9-4.10 HW 3 HW 2
7 9/30 Degeneracy, unrestricted variables, cycling, complexity of simplex algorithm.
R4 Simplex algorithm
8 10/2 Big M method, recap of simplex, LINDO, goal programming LPs on computers Chapter 4.7, 4.14, 4.15 HW 3
9 10/7 More LP examples, Sensitivity analysis Chapter 3.10, 3.11, 5.1
R5 Midterm Review
10 10/9 Midterm 1 HW 4
11 10/14 Sensitivity Analysis, LINDO Chapter 5, 6.2
R6 modelling
12 10/16 Sensitivity analysis, computing an optimal basis, duality Chapter 6.3-6.10 HW 5 HW 4
13 10/21 complimentary slackness, economic interpretations Chapter 6.8-6.10
R7 Sensitivity analysis, duality and complimentary slackness
14 10/23 Transportation problems Chapter 7.1-7.2 HW 6 HW 5
15 10/28 Transportation simplex Chapter 7.3
R8 Transportation problems
16 10/30 Assignment problem Chapter 7.5 HW 6
17 11/6 Stable marriage, Network models, max flow Chapter 8.1, 8.3 HW 7
18 11/11 Max flow - min cut theorem Chapter 8.1,8.3
R9 Network models
19 11/13 Other flow problems, mincost flows, multicommodity flows Chapter 8 HW 7
20 11/18 Dynamic programming, knapsack Chapter 13
R10 Midterm review
21 11/20 Midterm 2 HW 8
22 11/25 Dynamic programming, shortest paths Chapter 8.2
R11 Dynamic programming
23 11/27 Dijkstra, acyclic graphs, greedy algorithms Chapter 8.2 HW 9 HW 8
24 12/2 CPM/PERT scheduling Chapter 8.4
R12 Shortest paths
25 12/4 IP, branch and bound Chapter 9 HW 9
26 12/9 more IP examples, cutting planes, Advanced Topics Chapter 9
12/16, 1:10-4:00 PM, 417 IAB Final
All readings are from Winston, Introduction to Mathematical Programming