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Linear Programming Course Details

This document provides information about the IEOR 162: Linear Programming course offered in Spring 2014 at UC Berkeley. The course will introduce students to quantitative modeling and linear programming techniques. It will cover topics like formulation, graphical solutions, the simplex algorithm, duality, integer programming, and network flows. Students will complete weekly homework assignments and a semester-long group project. Grades will be based on homework, a project, a midterm, and a final exam. The instructor is Professor Dorit Hochbaum and the graduate student instructor is Auyon Siddiq. Lectures will be on Mondays and Wednesdays, with discussion sections on Fridays.

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0% found this document useful (0 votes)
28 views2 pages

Linear Programming Course Details

This document provides information about the IEOR 162: Linear Programming course offered in Spring 2014 at UC Berkeley. The course will introduce students to quantitative modeling and linear programming techniques. It will cover topics like formulation, graphical solutions, the simplex algorithm, duality, integer programming, and network flows. Students will complete weekly homework assignments and a semester-long group project. Grades will be based on homework, a project, a midterm, and a final exam. The instructor is Professor Dorit Hochbaum and the graduate student instructor is Auyon Siddiq. Lectures will be on Mondays and Wednesdays, with discussion sections on Fridays.

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hqw242
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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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

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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)

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