IEOR 3608
Fall 2005

Introduction to Mathematical Programming

Professor Cliff Stein

Syllabus (Tentative)

Class Number Date Topics Reading HW Assigned HW Due
1 9/5 Introduction, Administration, Examples of mathematical programs Chapter 1
2 9/7 Formulation of LP, solving 2-d LPs graphically, extreme points, feasible and infeasible LPs, bounded and unbounded LPs Chapter 3.1 - 3.3
3 9/12 Examples and modelling Chapter 3.4 - 3.7 HW 1
4 9/14 Standard form, basic and non-basic variables, basic feasible sloutions, beginning of simplex algorithm Chapter 4.1-4.4
R1 Review of linear algebra Chapter 2
5 9/19 Simplex algorithm Chapter 4.4-4.6 HW 2 HW 1
6 9/21 Simplex algorithm, degeneracy, complexity. Big M Method Chapter 4.7, 4.8, 4.11, 4.12, 4.14
R2 Examples of linear programs.
7 9/26 Recap of simplex. More LP examples. Chapter 3.7-3.9 HW 3 HW 2
8 9/28 Multiperiod LP examples. Chapter 4.9, 4.10, 4.17.
R3 The simplex algorithm
9 10/3 LINDO, LPs in Excel HW 3
10 10/5 Duality and complimentary slackness Chapter 6.5, 6.7, 6.10
R4 Midterm Review (Wed.)
11 10/10 Midterm 1 HW 4
12 10/12 Sensitivity Analysis and LINDO Chapter 5
R5 Duality and Complimentary slackness
13 10/17 Sensitivity analysis, computing an optimal basis, duality Chapter 6.2-6.4 HW 5 HW 4
14 10/19 Complexity of algorithms. Dual Simplex. Integer/Non-integer problems. Chapter 6.11
R6 Sensitivity analysis
15 10/24 Transportation Problems. Transportation simplex. Chapter 7.1 - 7.4 HW 6 HW 5
16 10/26 LINGO, Transshipment Problems. Chapter 7.1, 7.6
R7 Computing an Optimal Basis
17 10/31 Assignment problem and Hungarian Algorithms. Chapter 7.5 HW 7 HW 6
18 11/1 Stable marriage.
R8 Transportion and Assignment problems
11/7 NO CLASS
19 11/9 Network models, shortest paths Chapter 8.1, 8.2
R9 Midterm Review (friday)
20 11/14 Maximum Flow, Minimum Cuts, Duality revisited Chapter 8.3 HW 8 HW 7
21 11/16 Mincost flows, Multicommodity flows Chapter 8.5
R10 Midterm review
22 11/21 Midterm 2
NO CLASS 11/23
23 11/28 Dynamic Prorgramming Chapter 13 HW 9 HW 8
24 11/30 Dynamic Programming Chapter 13
R11 Dynamic Programming
25 12/5 IP, IP Models Chapter 9.1-9.2 HW 10 (not handed in) HW 9
26 12/7 Branch and Bound Chapter 9.3-9.6
R12 Integer Programming
12/21, 1:10PM (209 Havemeyer, 233 Mud, 644 Mudd) Final
All readings are from Winston, Venkataraman Introduction to Mathematical Programming, 4th edition