IEOR 3608
Fall 2004

Introduction to Mathematical Programming

Professor Cliff Stein

Syllabus (Tentative)

Class Number Date Topics Reading HW Assigned HW Due
1 9/8 Introduction, Administration, Examples of mathematical programs Chapter 1
2 9/8 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 9/10 Examples and modelling Some examples from remainder of chapter 3 HW 1
4 9/15 Standard form, basic and non-basic variables, basic feasible sloutions, beginning of simplex algorithm Chapter 4.1-4.6
R2 Examples of linear programs.
5 9/17 Simplex algorithm Chapter 4.1-4.6 HW 2 HW 1
6 9/22 Simplex algorithm Chapter 4.1-4.6
R3 The simplex algorithm
7 9/24 Degeneracy, unrestricted variables, cycling, complexity of simplex algorithm. Chapter 4.7,4.8,4.11,4.14 HW 3 HW 2
8 9/29 Big M method, recap of simplex, LINDO, LPs in Excel. Chapter 4.2,4.9
R4 Simplex algorithm
9 10/1 More LP examples, goal programming Chapter 3.10, 3.11, Chapter 4.16 HW 3
R5 Midterm Review
10 10/8 Midterm 1, 417 SIPA HW 4
11 10/13 dualtity and complimentary slackness Chapter 6.5, 6.7, 6.10
R6 goal programming, midterm solutions
12 10/15 Sensitivity Analysis, LINDO Chapter 5, 6.1-6.4 HW 5 HW 4
13 10/20 Sensitivity analysis, computing an optimal basis, duality Chapter 6.1-6.4
R7 Sensitivity analysis, duality and complimentary slackness Chapter 6.9
14 10/22 Complexity of algorithms. Integer/Non-integer problems. Transportation problems. Chapter 7.1-7.2 HW 6 HW 5
15 10/27 Transportation simplex Chapter 7.3
R8 Transportation problems
16 10/29 Assignment problem and Hungarian Algorithms. Chapter 7.5 HW 6
17 11/5 Stable marriage, Network models, max flow Chapter 8.1, 8.3 HW 7
18 11/10 Max flow - min cut theorem. Duality revisited. Chapter 8.1,8.3
R9 Network models
19 11/12 Other flow problems, mincost flows, multicommodity flows Chapter 8 HW 7
20 11/17 Dynamic programming, knapsack Chapter 13
R10 Midterm review
21 11/19 Midterm 2, 417 SIPA HW 8
22 11/24 Dynamic programming, shortest paths Chapter 8.2
R11 Dynamic programming
23 11/26 CLASS CANCELLED HW 9 HW 8
24 12/1 CPM/PERT scheduling Chapter 8.4
R12 Shortest paths
25 12/3 IP, IP models. Branch and bound. Chapter 9 HW 9
26 12/8 More IP examples, Cutting Planes, Advanced Topics Chapter 9
Wed. 12/17, 1:10 PM - 4:00 PM Final
All readings are from Winston, Introduction to Mathematical Programming