Fall 2022 - MATH 308 D400
Linear Optimization (3)
Class Number: 4168
Delivery Method: In Person
Course Times + Location:
Mo 2:30 PM – 4:20 PM
SRYC 5280, Surrey
We 2:30 PM – 3:20 PM
SRYC 5280, Surrey
Exam Times + Location:
Dec 15, 2022
3:30 PM – 6:30 PM
SRYC 3090, Surrey
1 778 782-7611
Prerequisites:MATH 150, 151, 154, or 157 and MATH 240 or 232, all with a minimum grade of C-.
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.
Linear ProgrammingFormulation 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 AlgorithmSimplex Tableaus
Revised simplex algorithm
Degeneracy and cycling
Duality TheoryDual of a linear program and interpretations
The dual simplex algorithm
The strong duality theorem.
Post optimality and Parametric AnalysisPost-optimality analysis (Adding and deleting variables, adding and deleting constraints (cutting planes))
Network ModelsMinimum cost flows
Other Applications (as time permits)
Assignments will be posted on the course web page on each Wednesday. Solutions are due the following Wednesday 4:30 pm in the assignments drop box.
There will be no make-up midterm tests. The weight for a missed test (for medical reasons) will be added to the weight for the final examination. Missed assignments will earn zero credit. There will be a total of 10 assignments of which the best 8 will be considered for final grade calculations.
- Midterm 1 15%
- Midterm 2 15%
- Assignments/ Quizzes 20%
- Final Exam 50%
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.
This course is delivered in person, on campus. Should public health guidelines recommend limits on in person gatherings, this course may include virtual meetings. As such, all students are recommended to have access to strong and reliable internet, the ability to scan documents (a phone app is acceptable) and access to a webcam and microphone (embedded in a computer is sufficient).
MATERIALS + SUPPLIES:
Some Maple worksheets will be posted on Canvas.
4th Edition, Wiley
REQUIRED READING NOTES:
Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
SFU’s Academic Integrity website 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