IEOR 3608
Fall 2005

Introduction to Mathematical Programming

Professor Cliff Stein

Syllabus (Tentative)

Class Number Date Topics Reading HW Assigned HW Due
1 9/7 Introduction, Administration, Examples of mathematical programs Chapter 1
2 9/12 Formulation of LP, solving 2-d LPs graphically, extreme points, feasible and infeasible LPs, bounded and unbounded LPs Chapter 3.1 - 3.3
3 9/14 Examples and modelling Chapter 3.4 - 3.7 HW 1
R1 Review of linear algebra Chapter 2
4 9/19 Standard form, basic and non-basic variables, basic feasible sloutions, beginning of simplex algorithm Chapter 4.1-4.4
5 9/21 Simplex algorithm Chapter 4.4-4.6 HW 2 HW 1
R2 Examples of linear programs.
6 9/26 Simplex algorithm, degeneracy, complexity. Big M Method Chapter 4.7,4.8,4.11,4.12, 4.14
7 9/28 Recap of simplex. More LP examples. Chapter 3.7-3.9 HW 3 HW 2
R3 The simplex algorithm
8 10/3 LINDO, LPs in Excel. Multiperiod LP examples. Chapter 4.9, 4.10, 4.17.
9 10/5 no class. HW 3 (due on 10/6 in IEOR office)
R4 Midterm Review
10 10/10 Midterm 1 (in Davis Auditorium)
11 10/12 Dualtity and complimentary slackness Chapter 6.5, 6.7, 6.10 HW 4
R5 Duality and Complimentary slackness
12 10/17 Sensitivity Analysis and LINDO Chapter 5
13 10/19 Sensitivity analysis, computing an optimal basis, duality Chapter 6.2-6.4 HW 5 HW 4
R6 Sensitivity analysis
14 10/24 Complexity of algorithms. Dual Simplex. Integer/Non-integer problems. Transportation Problems. Chapter 6.11, 7.1
15 10/26 Transportation simplex, LINGO, Transshipment Problems. Chapter 7.2 - 7.4, 7.6 HW 6 HW 5
R7 Transportation problems
15 10/31 Transportation simplex, LINGO, Transshipment Problems. Chapter 7.2 - 7.4, 7.6
16 11/2 Assignment problem and Hungarian Algorithms. Stable marriage. Chapter 7.5 HW 7 HW 6
R8 Assignment problems
17 11/7 NO CLASS
18 11/9 Network models, max flow, Max flow - min cut theorem. Duality revisited. Chapter 8.1, 8.3 HW 8 HW 7
R9 Network models
19 11/14 Other flow problems, mincost flows, multicommodity flows Chapter 8.5, 8.6
20 11/16 Shortest paths, dynamic programming Chapter 8.2, 13.1 HW 8
R10 Midterm review
21 11/21 Midterm 2 (in 633 Mudd and 313 Fayerweather)
11/23 CLASS CANCELLED HW 9
23 11/28 Dynamic Prorgramming Chapter 13
24 11/30 Dynamic Programming Chapter 13
R11 Dynamic Programming
25 12/5 IP, IP Models Chapter 9.1-9.2 HW 10 HW 9
26 12/7 Branch and Bound Chapter 9.3-9.6
R12 Integer Programming
27 12/12 Review HW 10
TBD Final
All readings are from Winston, Introduction to Mathematical Programming