Linear Optimization - Math 464 [CAPS]

Math 464 [CAPS] – Linear Optimization

Course Description

Linear optimization (or linear programming, LP) is the fundamental branch of optimization, with applications to many areas including life sciences, computer science, defense, finance, telecommunications, transportation, etc. Other types of optimization typically use LP as the underlying model. This course will provide an integrated view of the theory, solution techniques, and applications of linear optimization. There will be a fair bit of emphasis on theorems and their proofs. The treatment of most topics will begin with a geometric point of view, followed by the development of the solution techniques (algorithms), which are described using linear algebra. A background in linear algebra and multivariate calculus is assumed. Topics covered include linear programming formulations, geometry of linear programming, the simplex method, duality, sensitivity analysis, interior point methods, and integer programming basics. Apart from problems involving proofs, the student will use Octave (or Matlab) or another programming language (e.g., Python) for implementing some of the computations and algorithms. A state-of-the-art modeling software such as AMPL will also be introduced for solving problems modeling real life situations.

Syllabus  

Announcements

Sat, Feb 3: On Tuesday, Feb 6 and Thursday, Feb 8, the class will meet in VECS 125 (I'll teach from Pullman).
Tue, Feb 20: Homework 6 is now due on Tuesday, Feb 27.
Tue, Feb 27: No class on Thursday, Mar 1. Make-up lecture video will be posted.
Wed, Mar 7: Homework 7 is now due on Friday, Mar 9, by 2 PM.
Thu, Mar 29: Today's lecture is canceled. A make-up video lecture will be posted.
Mon, Apr 9: Homework 9 is now due on Thursday, Apr 12.
Mon, Apr 16: On Tuesday, Apr 17 and Thursday, Apr 19, the class will meet in VECS 125 (I'll teach from Pullman).

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Last modified: Mon Apr 16 23:10:12 PDT 2018