
Title Page, Acknowledgement (pdf file)

Sept 12 to 14
Lecture Notes
(pdf file)

Sept 14 to 16
Lecture Notes
(pdf file)

Lecture Notes
numbered 3 (pdf file)

Lecture Notes
numbered 4 (pdf file)

Supplementary Duality
Lectures Notes
(pdf file),
(Lagrangian, game theory, best bounds)

current list of marks

Assignment Problems to Assign 3 (pdf file) 

Lectures Notes
on Duality numbered 6 (pdf file)

Lecture Notes
on Duality Numbered 9 (pdf file)

Lecture Notes
on Duality Numbered 10 (pdf file)

Lecture Notes
on Basic Solutions numbered 11 (pdf file)

Lecture Notes
on Basic Solutions numbered 12 (pdf file)

Lecture Notes
on Basic Solutions numbered 13 (pdf file)

Lecture Notes
on Simplex Method numbered 14 (pdf file)

Lecture Notes
on Simplex Method (pdf file)
on the TwoPhase Method (pdf file)

MATLAB file for pivoting;
MATLAB file for example 1;
MATLAB file for example 2

The MIDTERM will be calculated out of 85 (not 100).

Solutions to Assign 5 (pdf file)

MATLAB:
Scientific Computing with MATLAB; a local introduction with
an online videobased course
local FILES:

Lecture Notes
Summary of Solving LPs; and Degeneracy and Finite Termination

Lecture Notes
Revised Simplex Method:

MATLAB file for sensitivity analysis

MATLAB file for Gomory cutting plane example with plot

Here are three MATLAB files for the affine scaling interior point method.
Note that the backtracking here uses .5 and NOT .999 as given in the class
notes. .999 can be too aggressive with the efficient calculation of the search
direction. Though it will work fine with the accurate (though cpu expensive)
calculation of the search direction.
(Try .999 with some larger examples such as m=100, n=300.)

First, now that the lectures are over:
good luck on the exam.
Here is a link to
Tributes to Dantzig and Khachian, two of the giants of linear
programming, who both passed away recently, May/05.
(and a
local copy)
