Fall 2021 - MATH 308 D100

Linear Optimization (3)

Class Number: 1282

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 8 – Dec 7, 2021: Mon, 2:30–4:20 p.m.
    Surrey

    Sep 8 – Dec 7, 2021: Wed, 2:30–3:20 p.m.
    Surrey

  • Exam Times + Location:

    Dec 16, 2021
    Thu, 12:00–3:00 p.m.
    Surrey

  • 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:

TOPICS

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.


Network Models
Minimum cost flows
Transportation problem
Assignment problem.

Other applications (as time permits).

Course Delivery

  •  Midterm(s): date: TBA
  •  Final exam: date: TBA

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:

  •  

Materials

MATERIALS + SUPPLIES:

Some Maple worksheets will be posted on Canvas

RECOMMENDED READING:

Linear Programming and Network Flows
Bazaraa, Mokhtar S ; Jarvis, John J ; Sherali, Hanif D
4th Edition, Wiley
 

ISBN: 9780470462720

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

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

TEACHING AT SFU IN FALL 2021

Teaching at SFU in fall 2021 will involve primarily in-person instruction, with approximately 70 to 80 per cent of classes in person/on campus, with safety plans in place.  Whether your course will be in-person or through remote methods will be clearly identified in the schedule of classes.  You will also know at enrollment whether remote course components will be “live” (synchronous) or at your own pace (asynchronous).

Enrolling in a course acknowledges that you are able to attend in whatever format is required.  You should not enroll in a course that is in-person if you are not able to return to campus, and should be aware that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes.

Students with hidden or visible disabilities who may need class or exam accommodations, including in the context of remote learning, are advised to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112) as early as possible in order to prepare for the fall 2021 term.