MA 515 -- MATHEMATICAL PROGRAMMING AND EXTENSIONS
MWF 10:00-10:50 -- CB345
INSTRUCTOR: Carl Lee, 967 POT, 257-1405, lee@ms.uky.edu,
http://www.ms.uky.edu/~lee.
OFFICE HOURS: MWF 11:00-11:50 and by appointment, since I
realize that some of you will be unable to come at these times.
TEXT: Bertsimas and Tsitsiklis, Introduction to Linear Optimization. You may also wish to consult my own course notes from Fall 1997, available from my web page.
TOPICS:
Linear inequalities (Fourier-Motzkin elimination, theorems of the alternative, polyhedral geometry)
Simplex methods (primal, dual, parametric primal-dual)
Sensitivity analysis
Degeneracy (cycling and its resolution)
The revised simplex method
Duality and complementary slackness
Sensitivity analysis
Dantzig-Wolfe decomposition
Knapsack problem (introduction to dynamic and integer programming)
Column generation (the cutting stock problem)
Total unimodularity
Network flows and the network simplex method
Subgradient optimization
The ellipsoid method
GRADING:
Homework: 50%
Exams: 30%
Final: 20%
HOMEWORK: Usually collected weekly. Problems are assigned to be
solved. Searching the textbooks or the library for solutions is not
permitted. On regular assignments you may discuss the problems with
other current class members and with me, but not with anyone else.
However, when it comes time for you to write up the solutions, I
expect you to do this on your own. If you receive assistance from
another class member, include a written acknowledgment. Such an
acknowledgment is a professional courtesy and will not affect your
grade.
EXAMS: There will be three exams and a final exam.
Exam 1, Wednesday, September 22
Exam 2, Friday, October 22
Exam 3, Friday, November 19
Final Exam, Tuesday, December 14, 1:00-3:00 p.m., CB345
OTHER IMPORTANT DATES:
Wednesday, August 28, First day of classes
Tuesday, August 31, Last day to add a class
Wednesday, September 15, Last day to drop a class without a grade
Monday, September 6, Labor Day holiday--no class
Friday, October 1, October break--no class
Monday, October 18, Middle of the fall semester
Friday, October 22, Last day to withdraw from a class
Thursday-Saturday, November 25-27, Thanksgiving holiday--no class
Friday, December 10, Last day of classes
CHEATING AND PLAGIARISM: The minimum University penalty for cheating and/or plagiarism is a grade of E for the entire course. It's not worth it and it is damaging to your self-integrity, so don't do it.