ISEN622 - Linear Programming (Spring 2008)

Important Announcements

 

Apr 22: The Final Test will be Friday 05/02/08, 3:00pm in Zachry 203.

 

Apr 22: The second part of the Project is now on the elearning. It is due on 05/02/08.

Apr 22: Homework 8 is now on the e-learning and is due on 04/29/08.

 

Apr 04: The Second Test will be Friday 04/11/08, 5:00pm in Zachry 301.

 

Mar 21: Homework 7 is now on the website and is due on 04/01/08.

Mar 07: The first part of the Project is now on the elearning.

Mar 07: Homework 6 is now on the website and is due on 03/18/08.

Feb 20: Homework 5 is now on the website and is due on 02/28/08.

 

Feb 08: The First Test will be Friday 02/22/08, 5:00pm in Zachry 301.

 

Feb 05: Homework 4 is now on the website and is due on 02/26/08.

Feb 05: Homework 3 is now on the website and is due on 02/12/08.

Jan 25: Homework 2 is now on the website and is due on 01/31/08.

Jan 17: Homework 1 is now on the website and is due on 01/24/08.

 

Course Description

This is a first graduate course on mathematics and algorithms associated with linear programming. The topics covered include problem formulation, convex sets and cones, polyhedral sets, (revised) simplex method, duality theory, sensitivity analysis, and decomposition ; also covered are CPLEX/AMPL, bounded variables, and integer programming.

 

Prerequisite:  MATH 304 - Linear Algebra

Hours: 3

 

Instructor

Dr. Kiavash Kianfar

Office: 239B Zachry

Phone: (979) 862-8567

Email: kianfar@tamu.edu

Office hours: TR 9:00 - 10:00am or by appointment

(send an email or stop by anytime to set up an appointment)

 

Teaching Assistant

Girirengan Seshadri

Office: Zachry 303Q

Email: giri@tamu.edu

Office hours: Tuesday 3:00-4:00pm or By appointment

 

Course Objectives

Linear Programming (LP) is one of the most fundamental classes of optimization problems. It is also the first step to learn many other optimization tools. In this course, you learn the method of solving LP problems along with many theoretical and practical issues related to solving LP problems. This knowledge will be very helpful both in using LP's in practice and in doing research in this area. After completion of this course you will:

 

· be able to recognize situations that LP can be used and formulate problems as LP's.

· know the underlying polyhedral concepts of LP and be able to use them to prove theoretic results related to LP.

· know the details about simplex algorithm and its various implementation issues and be able to implement them in solving LP.

· be able to solve LP problems using AMPL/CPLEX solver.

· know duality theory, why it is important, and be able to use it to derive results related to LP.

· know how to address sensitivity analysis questions along with their underlying explanations.

· know why and how decomposition is used, know its underlying theory, and be able to solve LP using decomposition method.

· have introductory knowledge of integer linear programming and some of its solution techniques.

 

Online Course Resources

The course website is http://ise.tamu.edu/people/faculty/kianfar/isen622/. In addition,

some material will be communicated through Vista system at http://elearning.tamu.edu/ and

the class directory on Cannibal server at g:\kianfar\isen622.

 

Note: These three online channels will be used to post announcements, homework assignments, class notes, reference material, and any other required information. Please check them regularly. Any information posted on the website will be treated as if it is announced in the class and you are responsible to be aware of it.