Instructor: R. Israel, Math Annex 1206, phone 822-3629,
e-mail israel@math.ubc.ca
When sending me e-mail, be sure to include "Math 340" in the Subject line, so I won't mistake it for spam.
Home page http://www.math.ubc.ca/~israel
Office hours:
Text: Introduction to Mathematical Programming
(4th edition) by Wayne L. Winston and Munirpallam Venkataramanan,
Brooks/Cole 2003, ISBN 0-534-35964-7.
Grading: Final exam 50%, two midterms 17.5% each, homework 15%.
All marks are subject to scaling.
Midterms will be on Oct. 18 and Nov. 15.
Homework will be generally be assigned every Monday, due the following Monday. Solutions will be provided.
Homework should be handed in to me, either in class or to my office (Math Annex 1206). If I'm not in, slip them under my door. As long as they are in my hand or under my door by 3:00 on the due date, they are on time. If you are unable to come to UBC (for a good reason) on the day homework is due, you can email or fax it to me. The Math Dept. fax number is 604-822-6074 (be sure to write "Attention: R. Israel" on the cover page).
If there are n homework assignments, the best n-1 will be counted.
Please remember to print your name, student number and "Math 340 Section 101" at the top right of the first page. Show your work. Staple your pages together. The grader may decide to deduct a mark if you don't do this.
Non-programmable calculators, and one sheet of notes, will be allowed on midterms and the final. A computer will be needed for one or two of the assignments: accounts for the Math/Stat Resource Centre terminals will be provided or you can use your own (the text includes a CD containing the Lindo and Lingo software for Windows).
Please turn off your cell phone in class.
Please do ask questions in class.
There will be no make-up tests, but if you miss a midterm for a good reason (e.g. illness, with a doctor's note) I will use the final exam and (if applicable) second midterm to make up for it.
Topics:
1. Introduction to Linear Programming. Sec. 3.1 - 3.9
2. The Simplex Algorithm. Sec. 4.1 - 4.9, 4.11, 4.13-4.15
3. Sensitivity Analysis and Duality. Sec. 6.1-6.11.
4. The Revised Simplex Algorithm. Sec. 10.1 - 10.3.
5. Nonlinear Programming. Sec. 12.1 - 12.4, 12.6-12.10.
R. Israel, Sep. 6, 2006