Linear Optimization (Math 464, CAPS)

Math 464 [CAPS]: Linear Optimization

Course Overview

Welcome to Linear Optimization! The field of study of 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 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.



Sun, Jan 8: Class will meet in Spark 333 (Pullman) and VECS 125 (Vancouver).
Thu, Jan 12: We now have both Spark 223 and Spark 333 in Pullman! Let's try everyone in Spark 223 today.
Mon, Jan 16: We have both Spark 233 and Spark 333 in Pullman (sorry, Spark 223 will not work). Choose either room.
Wed, Jan 18: We have moved to Spark 335 in Pullman (big room, all can sit)!
Mon, Feb 13: This week's lectures (Feb 14, 16) will originate in Pullman.
Mon, Mar 6: There's a Check-in hour today 3–4 PM (instead of tomorrow).
Tue, Apr 18: This week's lectures (Apr 18, 20) will originate in Pullman.

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Last modified: Tue Apr 18 09:46:12 PDT 2023