Department of Industrial Engineering & Operations Research
IEOR 162: Linear Programming (Spring 2014)
Class time & location Lecture: MW 9-10A, 150 GSPP Discussion: F 9-10A, 150 GSPP or F 10-11A, 3107 ETCHEVERRY Instructor Professor Dorit S. Hochbaum E-mail: hochbaum@[Link] Oce Hours: Th 2-3P, 4181 ETCHEVERRY Graduate student instructor Auyon Siddiq E-mail: [Link]@[Link] Oce Hours: Wed 1-3P, 4176 ETCHEVERRY Course web page: bSpace Required text: Introduction to Mathematical Programming Applications and Algorithms. 4th Edition, Winston and Venkataramanan, Duxbury Press, 2003. (ISBN 0-534-35964-7) Recommended reference: AMPL: A Modeling Language for Mathematical Programming. 2nd Edition, Fourer, et. al., Duxbury Press, 2002. (ISBN 0-534-38809-4) Course description: This course introduces the students to quantitative modeling and formulation of optimization problems. The technique of solving linear programming problems using the simplex algorithm will be described in detail. The extent and usability of that technique and of linear programming modeling will be discussed along with alternative quantitative approaches. The course also discusses techniques for solving network ow problems and linear integer programming problems. Homeworks: Homework will be assigned on a weekly basis on Wednesdays and are due on Friday of the following week at the beginning of discussion (so you have 10 days per assignment). Working in groups is encouraged, but each student must submit their solutions independently. The two lowest homework grades will be dropped. Late homework will not be accepted. Project: There will be a project consisting of modeling and computational solution to problems (groups of 3 or 4). Details of the project will be given out mid-way through the semester. The due date of the project is May 5th. Grading: Homework Project Midterm Final
15% 10% 30% 45%
Tentative Lecture 1 2-4 5-8 9 10-12 13-15 16 16-17 18 19-20 21 22 23-26 27
course schedule: Topic Introduction Formulation and applications of linear programming Graphical solutions and sensitivity in two-dimensions Interpretting the output of optimization software The simplex algorithm Sensitivity analysis Midterm Duality Intro to integer-linear programming Formulation and applications of ILP Branch-and-bound algorithm, dual simplex method Cutting plane algorithms Network problems Project deadline Miscellaneous topics and course overview Final exam
Reading Ch. 1 Ch. 3.1, 3.3-3.12 Ch. 3.2, 5.1 Ch. 5.2 Ch. 4 Ch. 5, 6.1-6.4 Ch 6.5 - 6.10 Ch. 9.1 Ch. 9.2 Ch. 9.3-9.4, 6.11 Ch. 9.8 Ch 8.1-8.6
Date Jan 22 Jan 27, 29, Feb 3 Feb 5, 10, 12, 19 Feb 24 Feb 26, Mar 3, 5 Mar 10, 12, 17 Mar 19 Mar 31, Apr 2 Apr 7 Apr 9, 14 Apr 16 Apr 21 Apr 23, 28, 30, May 5 May 5 May 7 May 12 (7-10P)