Simon Fraser University
Engaging the World

Course Outlines

Fall 2017 - MATH 308 D100

Linear Optimization (3)

Class Number: 1350

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 5 – Dec 4, 2017: Wed, 1:30–2:20 p.m.
    Surrey

    Sep 5 – Dec 4, 2017: Fri, 12:30–2:20 p.m.
    Surrey

  • Prerequisites:

    MATH 150, 151, 154, or 157 and MATH 240 or 232.

Description

CALENDAR DESCRIPTION:

Linear programming modelling. The simplex method and its variants. Duality theory. Post-optimality analysis. Applications and software. Additional topics may include: game theory, network simplex algorithm, and convex sets. Quantitative.

COURSE DETAILS:

Linear Programming

-Formulation of optimization problems as linear programs and solutions using the Microsoft Excel solver, Open solver and GUROBI
-Two variable linear programs
-Convex polytope and extreme points
-The Fundamental Theorem of linear programming.

The Simplex Algorithm
-Simplex Tableaus
-Revised simplex algorithm
-Degeneracy and cycling

Duality Theory
-Dual of a linear program and interpretations
-The dual simplex algorithm
-Complementary slackness
-The strong duality theorem

Post optimality and Parametric Analysis
-Post-optimality analysis (Adding and deleting variables, adding and deleting constraints (cutting planes))
-Sensitivity Analysis
-Parametric analysis of RHS and Objective function.

Bounded variables
-Implicit handling of upper and lower bound restriction on variables using the bounded variable simplex method.

Network Models
-Minimum cost flows
-Transportation problem
-Assignment problem.

Other Applications (as time permits)

Grading

  • Assignments 25%
  • Test 1 (October 6) 20%
  • Test 2 (November 17) 35%
  • Final Project (Due: Last day of classes or earlier) 20%

NOTES:

THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION.
Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks.
Please pay careful attention to the options discussed in class at the beginning of the semesters.

REQUIREMENTS:


Office Hours:  My office hours are on Wednesday at 12:00 noon to 1:00pm, Room 2888. 

*Please bring your SFU ID containing photograph for admission to all tests. Entry to tests may be denied without proper identification documents.*

Assignments

Weekly assignment will be posted on the course web page each Friday or it will be e-mailed to you. Solutions are due the following Friday 12:30 pm. Assignments can be deposited by students in the drop boxes located on Galleria Level 3 (3rd floor) at the top of the stairs on your right, against the orange wall, as you walk toward the classrooms. Two questions from each assignment will be marked. There must be a cover page for the assignments with your name and student number clearly identified and assignments must be stapled with the cover page. Cover page can be downloaded from the course Canvas page. Late assignments will not be accepted. Assignments with no name will simply not be marked. Any disputes of grades must be brought to the attention of the instructor within 2 weeks of the assignment due date.

You might be able to earn additional bonus points for completing special assignments and/or in-class quizzes. Questions for these quizzes are normally from the most recent assignment or lectures. There will be no make-up quizzes.
Any make-up for a missed test will strictly be on medical reasons (documentation required) or other circumstances beyond your control. Missed assignments and missed final project will earn zero credit. Students applying for accommodation (e.g. deferrals, extensions) in their classes for medical reasons are asked to submit a Health Care Provider Statement to their instructor.

Materials

MATERIALS + SUPPLIES:

Calculators

Only scientific calculators with no graphing or programming capabilities are allowed in the midterm tests and final exam. Students are encouraged to use their calculators to check the arithmetic of their completed assignments.

REQUIRED READING:

Linear Programming and Network Flows
Bazaraa, Jarvis, and Sherali
4/E, 2010; Wiley
ISBN: 9780470462720

Registrar Notes:

SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS