C & O 350 (CM 340) - Linear Programming
Fall 2005

final (unofficial) marks as of Dec 26/05

Section     Time     Location     Instructor Office Phone   Email
Lec 001 11:30 MWF RCH 103 H. Wolkowicz MC 6065   x5589
Lec 002 9:30 MWF STJ 3014 S. Furino SJU 1003   x3546 sfurino
Lec 003 10:00 TTh MC 4063 B. Guenin MC 6056   x3641 bguenin

Final Exam: Wed. Dec. 21, 2005, 19:30-22:00, PAC 1,2,3
Go to course web page for: C & O 350 (CM 340) - Linear Programming
for assignments/solutions/ etc....

or get:

Course Notes for Lec 001, given by Prof. Henry Wolkowicz
(office hours: Tues. 10:30-11:30AM, Wed. 2:30-3:30PM)
(most of the lecture notes: thanks to Prof. Chek-Beng Chua)

  1. Title Page, Acknowledgement (pdf file)
  2. Sept 12 to 14 Lecture Notes (pdf file)
  3. Sept 14 to 16 Lecture Notes (pdf file)
  4. Lecture Notes numbered 3 (pdf file)
  5. Lecture Notes numbered 4 (pdf file)
  6. Supplementary Duality Lectures Notes (pdf file), (Lagrangian, game theory, best bounds)
  7. current list of marks
  8. Assignment Problems to Assign 3 (pdf file) ---
  9. Lectures Notes on Duality numbered 6 (pdf file)
  10. Lecture Notes on Duality Numbered 9 (pdf file)
  11. Lecture Notes on Duality Numbered 10 (pdf file)
  12. Lecture Notes on Basic Solutions numbered 11 (pdf file)
  13. Lecture Notes on Basic Solutions numbered 12 (pdf file)
  14. Lecture Notes on Basic Solutions numbered 13 (pdf file)
  15. Lecture Notes on Simplex Method numbered 14 (pdf file)
  16. Lecture Notes
    on Simplex Method (pdf file) on the Two-Phase Method (pdf file)
  17. MATLAB file for pivoting; MATLAB file for example 1; MATLAB file for example 2
  18. The MIDTERM will be calculated out of 85 (not 100).
  19. Solutions to Assign 5 (pdf file)
  20. MATLAB: Scientific Computing with MATLAB; a local introduction with an on-line video-based course
    local FILES:
  21. Lecture Notes
    Summary of Solving LPs; and Degeneracy and Finite Termination
  22. Lecture Notes
    Revised Simplex Method:
  23. MATLAB file for sensitivity analysis
  24. MATLAB file for Gomory cutting plane example with plot
  25. 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.)
  26. 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)