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

 Section Time Location Instructor Office Phone Email Lec 001 11:30 MWF RCH 103 H. Wolkowicz MC 6065 x5589 Sorry, you need Javascript on to email me. 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) 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) numbered 15, and numbered 16, and numbered 17, and on the Two-Phase Method (pdf file) numbered 18, and numbered 19, and numbered 20 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 on-line video-based course local FILES: for pivoting; for Phase I: example 1; example 2; example 3; Several matlab files for linear programming are in this directory. Please see the readme file. 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.) MATLAB file for search direction on page 163 of notes for interior-point example; accurate but cpu expensive MATLAB file for search direction file for generating random examples and solving them and then comparing the two search directions. pdf file - output from matlab file for assignment problem Exercise 12.4.2 using this matlab file 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)