Spring 2021 - MATH 308 D100

Linear Optimization (3)

Class Number: 3558

Delivery Method: Remote

Overview

  • Course Times + Location:

    Mo, We, Fr 2:30 PM – 3:20 PM
    REMOTE LEARNING, Burnaby

  • Exam Times + Location:

    Apr 22, 2021
    3:30 PM – 6:30 PM
    REMOTE LEARNING, 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:


This course will be delivered online. You are expected to have access to a reliable internet connection. You will need a computer from which you can download course materials and activities and watch live and/or recorded lectures and participate in live tutorials or workshops.

You will need a camera to take photographs of your work. A phone is acceptable.

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

  •  Lecture: synchronous- lectures will be held at fixed times, on-line
  •  Midterm(s): synchronous; date: TBA
  •  Final exam: synchronous; date: TBA

Grading

  • Midterm 1 15%
  • Midterm 2 15%
  • Midterm 3 15%
  • Assignments 15%
  • Final 40%

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:

  • Access to strong and reliable internet.
  • Ability to scan documents (phone app acceptable)
  • Access to webcam and microphone (embedded in computer sufficient)




Materials

MATERIALS + SUPPLIES:

Some Maple worksheets will be posted on Canvas

REQUIRED READING:

Linear Programming Foundations and Extensions

Vanderbai, Robert J.

Springer


ISBN: 978-3-030-39415-8

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 SPRING 2021

Teaching at SFU in spring 2021 will be conducted primarily through remote methods. There will be in-person course components in a few exceptional cases where this is fundamental to the educational goals of the course. Such course components will be clearly identified at registration, as will course components that will be “live” (synchronous) vs. at your own pace (asynchronous). Enrollment acknowledges 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. To ensure you can access all course materials, we recommend you have access to a computer with a microphone and camera, and the internet. In some cases your instructor may use Zoom or other means requiring a camera and microphone to invigilate exams. If proctoring software will be used, this will be confirmed in the first week of class.

Students with hidden or visible disabilities who believe they may need class or exam accommodations, including in the current context of remote learning, are encouraged to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112).