Course Outline:
This course is concerned with linear programming.
I intend to follow this outline fairly closely,
but, if appropriate, I will alter what is included in the course.
The course will follow the first eight chapters of the text Ecker and
Kupferschmid.
Linear programming models and applications (1 week)
The simplex algorithm (3 weeks)
Geometry of the simplex algorithm (1 week)
Duality in linear programming (2 weeks)
Sensitivity analysis (2 weeks)
Network flow models (2 weeks)
Integer programming (1 week)
Interior point methods for linear programming (1 week)
Homework: Approximately every two weeks.
Homework and exam solutions will be placed on reserve in the
library. You may discuss the homeworks with other students,
but you must write up your solutions on your own.
Exams:
Three in-class exams during the semester. There will be no final exam.
Each
exam will include at least one question from the homeworks.
You may bring one page of handwritten notes to each exam.
The first exam will cover models, the simplex algorithm, and geometry.
The second exam will cover duality, and sensitivity analysis.
The third exam will cover network flow models, integer programming,
and interior point methods.
As you would expect, the exams must be all your own work.
Project:
I will assign a project. This will involve modeling a problem and then
analyzing the model. You may work in groups for the project.
You should use a computer package for the project - preferably
AMPL.
I will describe AMPL in more detail in a class.
Grades:
20% for each exam, 15% for homeworks, 25% for the project.
I give a numerical score and a grade on each exam.
Your final grade is determined by the numerical scores.
If the average of your grades on the exams is better than
the grade determined by the numbers,
your final grade will be this average.
If you do poorly on one exam, I may drop that exam from your grade
calculation.
Textbooks: These will be placed on reserve.
They are available in the bookstore, under course number 67.411.
J. G. Ecker and M. Kupferschmid;
Introduction to Operations Research.
Wiley, 1988.
The material on interior point methods will be drawn from elsewhere.
Fourer, Gay, and Kernighan;
AMPL: A Modeling Language for Mathematical Programming.
The Scientific Press, 1993.
The handbook for AMPL. Recommended. The first chapter of this book is
available
online.
Academic integrity:
Student-teacher relationships are based on mutual trust.
Acts which violate this trust undermine the educational process.
The Rensselaer Handbook defines various forms of academic
dishonesty and procedures for responding to them.
The penalties for cheating can include failure in the course,
as well as harsher punishments.
Appealing grades:
As with any other administrative question regarding this course,
see me in the first instance. If we are unable to reach agreement,
you may appeal my decision to Professor Holmes.