Simon Fraser University
Engaging the World

Course Outlines

Spring 2018 - MATH 808 G400

Advanced Linear Programming (4)

Class Number: 3115

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 3 – Apr 10, 2018: Wed, 3:30–5:20 p.m.
    Surrey

    Jan 3 – Apr 10, 2018: Fri, 2:30–4:20 p.m.
    Surrey

Description

CALENDAR DESCRIPTION:

Convex geometry, the simplex method and duality, pivot rules, degeneracy, decomposition and column generation methods, the complexity of linear programming and the ellipsoid algorithm, interior point methods for linear programming.

COURSE DETAILS:

Outline:  
Topics to be covered (tentatively):  

  • General and standard forms of  LP; reformulations of piecewise linear convex objective function
  • Geometry of LP (extreme point, degeneracy and representation of bounded polyhedra)
  • Optimality condition, simplex method, initialization and anticyclying rules
  • Duality theorem, dual simplex method, Farkas’s Lemma, representation of polyhedra 
  • Sensitivity analysis, parametric programming
  • Column generation, cutting plane methods, Dantzig-Wolfe decomposition, Benders decomposition
  • Ellipsoid method and interior point method

Grading

  • Assignments 75%
  • Presentation 25%

NOTES:

Office hours: W 2:30pm – 3:20pm (or by appointment) in SUR 2887

REQUIREMENTS:

Prerequisite: Linear Algebra

Materials

REQUIRED READING:

Introduction to Linear Optimization (by Bertsimas and Tsitsiklis)


Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

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