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 9/13 Formulation of LP, solving 2-d LPs graphically, extreme points, feasible and infeasible LPs, bounded and unbounded LPs Chapter 3.1 - 3.3
3 9/15 Examples and modelling Chapter 3.4 - 3.7 HW 1
R1 Review of linear algebra Chapter 2
4 9/20 Standard form, basic and non-basic variables, basic feasible sloutions, beginning of simplex algorithm Chapter 4.1-4.4
5 9/22 Simplex algorithm Chapter 4.4-4.6 HW 2 HW 1
R2 Examples of linear programs.
6 9/27 Simplex algorithm, degeneracy, complexity. Chapter 4.7,4.8,4.11,4.14
7 9/29 Big M method. Recap of simplex Chapter 4.12 HW 3 HW 2
R3 The simplex algorithm
8 10/4 More LP examples Chapter 3.7.-3.9
9 10/6 LINDO, LPs in Excel. Multiperiod LP examples. Chapter 4.9, 4.10, 4.17 HW 3
R4 Midterm Review
10 10/11 Midterm 1
11 10/13 Dualtity and complimentary slackness Chapter 6.5, 6.7, 6.10 HW 4
R5 Duality and Complimentary slackness
12 10/18 Sensitivity Analysis and LINDO Chapter 5
13 10/20 Sensitivity analysis, computing an optimal basis, duality Chapter 6.2-6.4 HW 5 HW 4
R6 Sensitivity analysis
14 10/25 Complexity of algorithms. Dual Simplex. Integer/Non-integer problems. Transportation Problems. Chapter 6.11, 7.1
15 10/27 Transportation simplex, LINGO, Transshipment Problems. Chapter 7.2 - 7.4, 7.6 HW 6 HW 5
R7 Transportation problems
16 11/3 Assignment problem and Hungarian Algorithms. Chapter 7.5
R8 Assignment problems
17 11/8 Stable marriage, Network models, max flow Chapter 8.1, 8.3
18 11/10 Max flow - min cut theorem. Duality revisited. Chapter 8.1, 8.3 HW 7 HW 6
R9 Network models
19 11/15 Other flow problems, mincost flows, multicommodity flows Chapter 8.5, 8.6
20 11/17 Shortest paths, dynamic programming Chapter 8.2, 13.1 HW 7
R10 Midterm review
21 11/22 Midterm
11/24 CLASS CANCELLED HW 8
23 11/29 Dynamic Prorgramming Chapter 13
24 12/1 Dynamic Programming Chapter 13
R11 Dynamic Programming
25 12/6 IP, IP Models Chapter 9.1-9.2 HW 9 HW 8
26 12/8 Branch and Bound Chapter 9.3-9.6
R12 Integer Programming
27 12/13 Review HW 9
12/22, 1:10 PM Final
All readings are from Winston, Introduction to Mathematical Programming