Instructor

• Robert Israel
• Math Annex 1206
• phone 822-3629
• Home page http://www.math.ubc.ca/~israel
• e-mail israel@math.ubc.ca

  When you e-mail me, please remember to include "Math 340" in the Subject line, so I can distinguish your message from spam.

Office hours

• Mon. 11:00-12:00
• Tues. 11:00-12:00
• Fri. 1:00-2:00
• If these times are not convenient, please make an appointment

Homework

• Assignment 1, due Sept. 18 and Sept. 25, and Solutions (both parts)
• Assignment 2, due Oct. 2, and Solutions
• Assignment 3, due Oct. 11, and Solutions
• Assignment 4, due Oct. 16, and Solutions
• Assignment 5, due Oct. 23, and Solutions
• Assignment 6, due Oct. 30, and Solutions
• Assignment 7, due Nov. 6, and Solutions
• Assignment 8, due Nov. 15, and Solutions
• Assignment 9, due Nov. 27, and Solutions
• Assignment 10 (not for handing in), and Solutions

Course Outline

Printing in the lab

Announcements

• Midterm averages:
  • First midterm 26.76 out of 40
  • Second midterm 25.36 out of 40
• Marks will be subject to scaling.
• The December exam schedule including rooms is now out. Math 340 will write on Tuesday December 12 at 8:30 am in Math Annex 1100. If you have an exam conflict (two exams scheduled at the same time) or hardship (three exams within 24 hours, with the Math exam being the one in the middle), please see Mar in the Math Department office as soon as possible.

Sections covered

• 3.1 to 3.10
• 4.1 to 4.9. 4.11, 4.13, 4.14 (but our version of the two-phase method is different from the text's)
• 6.1 to 6.11
• 10.1, 10.3
• 12.3, 12.4, 12.6, 12.9

Reminder

Supplementary Notes and various resources

• Stigler's Diet Problem Revisited by S.G. Garille and S.I. Gass
• Diet Problem Demo - how cheaply could you eat?
• My Lindo input file for Sunco Oil, and Lindo's output
• Notes on Tableaus from Sept. 15 class
• Notes on The Simplex Method from Sept. 18 class
• Notes on A cycling example from Sept. 22
• Article on Cycling occurring in a real-life example (may not be accessible from non-UBC computers unless you use VPN or a Proxy Server)
• The Trial of Bland's Rule from Sept. 22
• Phase 1: Artificial Variable Method from Sept. 25
• Including URS Variables from Sept. 27
• A Klee-Minty Example
• Computational Complexity
• Article on Khachiyan and Dantzig
• Parametric programming for an objective coefficient from October 13, and Lindo source
• Duality from October 20
• Complementary Slackness from October 25
• Dual Simplex Method from October 27
• Sensitivity Analysis using Dual Simplex from October 30
• Revised Simplex Method from November 3
• How fast is Revised Simplex compared to Simplex from November 8
• A Cutting Stock Problem from November 10, with Lindo sources for main problem (patterns 1 to 4), (patterns 1 to 10) and pattern-generation problem
• Newton's Method from November 20.
• Karush-Kuhn-Tucker Conditions from November 24
• Being in the right place at the right time, article by Kuhn
• A Karush-Kuhn-Tucker example from November 29
• Solutions to our First Midterm
• Solutions to our Second Midterm
• Sample First Midterm
• Solutions to Sample First Midterm
• Sample Second Midterm
• Solutions to Sample Second Midterm
• April 2003 exam and solutions
• December 1999 exam with solutions
• April 2002 exam with solutions
• Dr. Friedman's Math 340 page (including several old exams and solutions)
• Download LINEAR (a free alternative to Lindo that should run on any Windows computer)
• LINEAR readme file
• LINEAR manual
• Brief introduction to Lindo
• Lindo Systems Inc website (where you can download free trial versions of Lindo and Lingo)
• Some optimization resources
• Convex Optimization by Stephen Boyd and Lieven Vandenberghe