"Introduction to Linear Programming"

- Mathematics Building Room 215
- Email:
- To help me keep track of everything, please put "MATH340" in the subject line of your email.

- Phone: 604-822-4516

- Tuesday, Thursday, Friday 1pm-3pm and Wednesday 1pm-2pm
- Irving K Barber Learning Centre, Room 261
- Click here for a map.

- Tuesdays 10:30am-12pm and Wednesdays 3pm-4:30pm.
- Alternatively you can make an appointment by email.

- The course is now finished, so I have removed the pdfs from the webpage.

- This is an introduction to linear programming.
- We will cover linear programming problems, dual problems, the simplex method, solution of primal and dual problems, and sensitivity analysis.
- Additional topics will be chosen from non-linear programming, game theory, scheduling and geometric problems.
- A little more precisely
- Topic 1: The simplex method (Chapters 1-4)
- Topic 2: Duality theory (Chapter 5)
- Topic 3: The revised simplex method (Chapters 6-7)
- Topic 4: Sensitivity analysis (Chapter 10)
- Additional topics: Chosen from non-linear programming, game theory, scheduling and geometric problems.

- Vasek Chvatal, Linear Programming, WH Freeman and Company. ISBN 0-7167-1195-8 (hardback), or 0-7167-1587-2 (paperback).
- There should be copy on reserve in the Koerner library. Other books on the subject can also be found (start browsing around QA 265 or T 57).
- There are also a huge number of online resources about linear programming.
- A quick google search turned up these:
- A text by Robert Vanderbei can be found here.
- A nice simplex method applet can be found here.
- And another one can be found here.
- A matrix game solver can be found here.

- I'll put up more as I find them (or am told about them).

- Homework = 10%, Midterm = 40%, Exam = 50%
- I will not be give make-up midterms or exams.
- If you are forced to miss assessment due to illness then I need to be notified within 72 hours. When you are healthy again we can discuss reweighting your marks.
- I need to see original written documentation in the form of a letter from your doctor.
- Otherwise a score of zero will be given for the missed midterm or exam.

- The final exam will be on Friday June 12th at 1pm. It will be in LSK 200.
- The midterm will be on Friday May 22nd at 1pm.
- Calculators, notes and books are not allowed in either the midterm or the exam.

- Homework will be assigned either week-by-week or topic-by-topic.
- While I have not yet set any homework, you should attempt questions from the text as we cover the topics.
- Please read these notes on plagiarism and academic integrity.
- I will not accept late homework unless you have a very good (as decided by me) reason for handing it in late.

Due Date | The problems | The solutions |

May 14 | This .pdf | solutions |

May 21 | This .pdf | solutions |

May 28 | This .pdf | solutions |

June 4 | This .pdf | solutions |

Not due | This .pdf | solutions |

Date | Topic | The notes |

May 8 | Pivots preserve solutions | The pdf |

May 12 | An example of cycling | The pdf |

June 2 | The midterm and solutions | The paper and the solutions. |

- A short article about the origins of linear programming by the founder of the subject and inventor of the simplex method - George Dantzig.
- George Dantzig died aged 90 on May 13, 2005. Here is an obituary.

- More on this closer to the end of term.