Simon Fraser University
Engaging the World

Course Outlines

Spring 2024 - MATH 808 G100

Advanced Linear Programming (4)

Class Number: 3800

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 8 – Apr 12, 2024: Wed, 3:30–5:20 p.m.
    Surrey

    Jan 8 – Apr 12, 2024: Fri, 2:30–4:20 p.m.
    Surrey

Description

CALENDAR DESCRIPTION:

Convex geometry, the simplex method and duality, pivot rules, degeneracy, decomposition and column generation methods, the complexity of linear programming and the ellipsoid algorithm, interior point methods for linear programming.

COURSE DETAILS:

In this course, we begin by reviewing the simplex method, including examples of cycling and the Klee-Minty cube, sensitivity analysis and techniques for handling large scale problems such as decompositions and column generation.  We then proceed to the ellipsoid method and why it is a fundamental but problematic technique in establishing polynomial-time algorithms for linear programming and other combinatorial optimization problems. Finally, we discuss interior point methods for linear programming, including affine scaling and logarithmic barriers.  Time permitting, there will be a short introduction to semidefinite programming.

Grading

  • Assignments 20%
  • Presentation 20%
  • Midterm 20%
  • Final Exam 40%

Materials

RECOMMENDED READING:

Introduction to Linear Optimization (by Bertsimas and Tsitsiklis)

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.

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

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