Course Description
Mathematical programming techniques are widely used to model and solve optimization problems from business, engineering, and several other areas. This course will give an introduction to linear optimization. Emphasis will be given to model formulation, basic theory behind solution techniques and algorithms, and to the use of modeling software. Specifically, the topics covered will include linear programming formulations, the simplex algorithm, transportation problems, network models, and integer programming. The software called AMPL will be introduced, and students will learn how to create models using this tool and to interpret the solutions. The targeted audience is junior or senior undergraduate students. A basic background in linear algebra will be required to follow the contents of the course.

Syllabus   (PS file)
Tentative Course Schedule   (PS file)

Options to buy the text

Topics covered in each class

Thursday, Jan 27: I will be out of town the whole of next week. Prof. Bob Mifflin and
Yuntao Zhu will give the lectures on Tuesday, Feb 1, and Thursday, Feb 3, respectively.
You can email me if you have questions.

Thursday, Jan 27: There is a typo in the book on one of the problems in Homework 3.
In Problem 3 in page 98 (which is the 4th problem in Homework 3), it should read
"Suppose that in example 13,.." and not "..example 11..".

Monday, Mar 7: The AMPL model and data files for the inventory problem discussed
in class (WV-IMP problem 1 from page 104), have been added (see bottom of page).

Tuesday, Mar 22: A new handout on AMPL has been posted. Go through the same and
re-submit problems 3,4, and 5 from HW 6 (the ones involving AMPL) by
Friday, March 25, 1:00 pm.

Handouts
Handout   (PS file)
Further Tips on AMPL (for HW 6)   (PS file)  
Simplex method in matrix form   (PS file)  Complete

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