# Mathematics 340 - 921 - Summer 2009"Introduction to Linear Programming"

## Lecture details

### Lecturer: Andrew Rechnitzer

• 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

### Lecture time and location

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

### Office hours

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

## Announcements

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

## Course description

• 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.

## Textbook

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

## Grading scheme

### Your final grade will be

• 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.

## Midterm and 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

• 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

## Extra notes

 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.

## Miscellaneous bits and pieces

• 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 about the final exam

• More on this closer to the end of term.