Math 340: Introduction to Linear Programming, Fall 2017

Lecture scheduleHomework/Quiz/Exam info

Lecture: MWF 2:00-3:00, Math Annex 1100
Instructor: Dan Collins
Office Hours: Monday 3:00-4:00 and Thursday 2:00-3:00 in LSK 300

Textbook: Linear Programming, by Vašek Chvátal

We'll cover the following topics, listed with the corresponding chapters of the book. (We won't follow the book precisely, and will supplement it with some other notes. One thing we'll do differently from the book is work with matrix notation from much earlier on in the course.)

Another good reference is Linear Programming by Robert Vanderbei (electronic copy available to download through the UBC library!). Nearly any book on linear programming will cover the main topics above, but the notation used for the simplex method may be quite different (and take some effort to translate to the notation we'll use).

Homework and Quizzes: Each week there will be either a quiz (on Friday at the beginning of class), or a homework assignment (due on Friday at the beginning of class). There will be a total of five quizzes and five assignments throughout the term.

Exams: There will be a 50-minute in-class midterm (date TBA) during the semester, and a final exam during the exam period we're assigned.

Grading: Grades in this class will be computed with the following weights: See the assignment/quiz/exam page for policies about missed or late work.

Computer software: Many software packages have the simplex method implemented and can solve linear programs. Computational examples will come up in class, and homework assignments may ask you to solve linear programs using a computer. The software I'll be using for the purposes of this class is called LINDO; you're free to use any other software package you'd like, but any example code will be done in LINDO's syntax. To use LINDO, you have two options:

Also, Vanderbei has an online pivoting tool that lets you choose entering and exiting variables and performs the pivot automatically. This is a good way to get an idea of how the simplex method will work on larger problems without having to do all of the algebra by hand!