Contents

Linear Programming means maximizing or minimizing linear functions of variables subject to linear equations or inequalities (so maybe “Linear Optimization” would be a more descriptive name).

(There is another section, 202, taught by Professor Richard Anstee. You might want to check some of the materials on his course website.)

Assignments

Textbook

I recommend Linear Programming by Vašek Chvátal. This text explains the simplex method using the dictionary format that we will use in class.1

I will ocasionally post some supplementary material on this website, too.

Course Outline

Each of the following topice will take approximately 2 weeks (the chapters listed are from Chvátal’s book):

After that we will have time to cover some additional topics and students can influence the choice:

Supplementary material

Supplementary notes written by Prof. Anstee:

Practice questions for quizzes

Computer Software

On some problems you will be asked to use computer software to solve linear programming problems. I recommend the Classic LINDO application for Microsoft Windows. You can obtain a free evaluation copy from that link to install on your own computer, or use the computer lab in LSK 310. You either should choose a time with no labs or, you can work quietly at the back of the lab even if a lab is scheduled (assuming there are some empty computers). Your ID is the first 8 characters in lower case of your name as recorded first name, middle name (if you have one), final name. The password is set to capital S followed by the first 7 numbers of your student ID. You can change your password. Access the Windows system and click on LINDO.

You don’t need to use LINDO, specially if you have prior programming experience. Other options include:

Grading

The grade will be computed as 55% final; 15% midterm; 30% quizzes and assignments.


  1. Feel free to look at any other comparable text, but beware that the simplex method might look fairly different, even while it performs the same computations.