SYLLABUS – Math 5593: Linear Programming
Fall 2003
Professor:
Weldon A. Lodwick
Office:
Telephone:
556-8462 (office - voice mail), 556-8442 (secretary)
E-Mail:
weldon.lodwick@cudenver.edu
Web
Site: http://www-math.cudenver.edu/~wlodwick
Text: Linear and Nonlinear Programming by
Stephen G. Nash and Ariela Sofer,
McGraw-Hill, 1996.
Office Hours: TTh
W
Other times by appointment
Students
with Disabilities: If you have a disability that requires
accommodation in this course, please see me as soon as possible. I am happy to make appropriate
accommodations, provided timely notice is received.
Prerequisites:
Math 3191 and Math 4320 or consent of the instructor.
Below is the proposed outline. The weeks listed are tentative and indicate
my best estimate as to the pace of the class.
PROPOSED COURSE OUTLINE
Week
Topic
1/2 Introduction
Sections 1.1-1.3,
2.1-2.3, 3.3 from Chapters 1 - 3
3/4 Geometry
of Linear Programming Chapter
4
5/6 The
Simplex Method Chapter
5
7/8 Duality
and Sensitivity Chapter
6
9/10 Enhancements
of the Simplex Method Chapter
7
11/12 Computational
Complexity and Interior Point Method Chapter
9
13/14 Optimization
under uncertainty (if time permits) Notes,
readings and handouts
15 Catch-up
MY APPROACH TO TEACHING
I believe that teaching is a process that
involves an active partnership. My role
is that of a guide to your learning.
Therefore, I am responsible to open the way, to encourage, and to nudge
you toward your own learning. I will
help guide you toward this learning by providing mathematics for you to
experience. It is my aim to communicate
mathematics in a way that is supportive and nurturing of your efforts. Your
role is to find a way to experience and articulate the mathematics that is
presented and that you encounter. I
believe that it is your responsibility to let me know when you find yourself
not understanding mathematical concepts that are presented in class. Once you make this known, it is our
responsibility to work on trying to attain clarity. I will try to be as proactive as
possible. I believe that results on examinations
and assignments give us the opportunity to clearly see where the areas of
mathematical understanding are and what areas need more attention.
OUTCOMES
By the end of the semester you should be able to
read, understand and apply linear programming theory associated with the topics
covered in the semester to correctly solve associated problems at the level of
our textbook. Secondly, given a problem
for which linear programming can be used, you should be able to translate the
description of the problem into a correct linear programming model, and obtain
the correct solution(s). Lastly, by the
end of the semester, you should be able to judge for yourself, the veracity of
statements made in linear programming texts and articles that are at beginning
graduate level.
EVALUATION
There are three evaluative criteria: (i) assigned problems (30% of your grade), (ii) in-class
midterm (30% of your grade) and (iii) a take-home comprehensive final (40% of
your grade). Evaluation is based on a
point system so that it is very important that you turn in your projects,
assignments and complete exams as thoroughly as possible rather than taking a
zero score.
EXAMINATION:
The in-class midterm will be given on October 14th and consists of
the material covered between the first day and October 9th. As best as I can determine now, it will cover
chapters 1-6. The final exam will be
comprehensive and I will distribute the exams November 25th and they
are due in no later than
ASSIGNMENTS: The
assignments are due one week after the completion of the associated chapters.
Assignment 1: 2.2/1,
2, 6, 7, 9
2.3/1-5,
9, 13, 14a,c,g, 15-17
Assignment 2: 3.2/1c,d, 2-5
3.3/1a, 2-6, 8-10, 13, 15, 18
Assignment 3: 4.1/1b,f, 2
4.2/1,
2, 4-7
4.3/1-6,
12, 14
4.4/1-4,
6-8
Assignment 4: 5.2/2b,
3, 4, 6
5.3/1,
2, 4
5.4/1,
3, 4
5.5/1,
2, 6c, 8
5.6/1-3,
6
Assignment 5: 6.1/3-7
6.2/2,
5, 11, 12
6.3/3,
4, 7
6.4/2
6.5/1,
4
Assignment 6: 7.2/1,
4, 7, 8
7.3/1a,
2, 7, 10
7.4/2
7.5/3
7.6/2-4,
7
Assignment 7: 9.1/1,3
9.3/1,
3
9.6/1,
2, 6
Assignments 1 and 2 are worth 2.5% each and
assignments 3-7 are worth 5% each. If we
have an assignment associated with optimization under uncertainty, it will be
worth 5% extra credit.
POLICIES
Adds, drops and incomplete grades:
See Schedule of Courses for the
relevant dates with respect to adding and dropping this course. Given the budget cuts facing universities,
you must be registered by the dated specified or you will not get credit. The incomplete policy of the Mathematics
Department and the
Legitimate Excuses: Legitimate excuses
are for reasons that are beyond your control.
You may be required to produce an official, signed excuse. If you are needed in a wedding, for example,
you must talk to me prior to the
(blessed) event. If you are legally
arrested, then this is not a legitimate excuse.
For matters that are within your control, the general rule is that it is
not excused. However, talk to me prior to the event.
The following distribution of grades is
guaranteed. However, the university does
not recognize pluses and minuses for graduate students.
A+
97-100%, A 93-96.9%, A- 90-92.9%
B+ 87-89.9%, B 83-86.9%, B- 80-82.9%
C+ 77-79.9%, C 73-76.9%, C-
70-72.9%
D+ 67-69.9%, D 63-66.9%, D-
60-62.9%
General advice: Keep all materials that I turn back in case you think I have not
credited you with the points you earned.
I can only correct your score if you have what I have turned back to
you. It is a good idea to copy anything that you turn in just in case I lose
what you turn in. Please check to make sure that the points you earned are the
points I have recorded. Note: The
statistics that I have read about correctness of professors in recording grades
state that there is a 6% error rate in our recording of your grades. Please make sure that I have correctly
recorded your points.