Simon Fraser University
Engaging the World

Course Outlines

Spring 2020 - MATH 308 D100

Linear Optimization (3)

Class Number: 3746

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 6 – Apr 9, 2020: Mon, Wed, Fri, 2:30–3:20 p.m.
    Burnaby

  • Exam Times + Location:

    Apr 23, 2020
    Thu, 12:00–3:00 p.m.
    Burnaby

  • 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:

Couse topics: Theory and applications of linear programming, geometric and computational considerations, networks, applications of duality.  

Outline:1. Linear Programming.

Examples - formulation of optimization problems as linear programming problems. Canonical forms for linear programming problems. Polyhedral convex sets. 

2. The Simplex Algorithm.

Tucker Tableaus. The simplex algorithm for maximum tableaus and minimum tableaus. Cycling. 

3. Noncanonical Linear Programming Problems.

Unconstrained variables. Equations as constraints. 

4. Duality Theory

The dual simplex algorithm. Complementary slackness. The duality theorem. 

5. Application: Matrix Games.Linear Programming formulation of matrix games. The von Neumann minimax theorem. 

6. Other applications (as time permits).

Grading

  • Homework (6 Assignments, Equally Weighted) 15%
  • Midterm 1 (Early February) 15%
  • Midterm 2 (Mid March) 20%
  • Final Exam 50%

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:

 Some Maple worksheets will be posted on Canvas

Materials

REQUIRED READING:

Linear Programming and Its Applications
Strayer, James K.
Springer
ISBN: 9780387969305

Registrar Notes:

SFU’s Academic Integrity web site http://www.sfu.ca/students/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