Fall 2022 - MATH 308 D400
Linear Optimization (3)
Class Number: 4168
Delivery Method: In Person
Overview
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Course Times + Location:
Sep 7 – Dec 6, 2022: Mon, 2:30–4:20 p.m.
SurreySep 7 – Dec 6, 2022: Wed, 2:30–3:20 p.m.
Surrey -
Exam Times + Location:
Dec 15, 2022
Thu, 3:30–6:30 p.m.
Surrey
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Instructor:
Abraham Punnen
apunnen@sfu.ca
1 778 782-7611
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Prerequisites:
MATH 150, 151, 154, or 157 and MATH 240 or 232, all with a minimum grade of C-.
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 GUROBITwo variable linear programs
Convex polytope and extreme points
The Fundamental Theorem of linear programming.
The Simplex Algorithm
Simplex TableausRevised simplex algorithm
Degeneracy and cycling
Duality Theory
Dual of a linear program and interpretationsThe 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
Network Models
Minimum cost flowsTransportation problem
Assignment problem.
Other Applications (as time permits)
Assignments
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.
Grading
- Midterm 1 15%
- Midterm 2 15%
- Assignments/ Quizzes 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:
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
MATERIALS + SUPPLIES:
Some Maple worksheets will be posted on Canvas.
RECOMMENDED READING:
4th Edition, Wiley
ISBN: 9780470462720
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.
Registrar Notes:
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