Math 340 - 202, Term 2 2011

Introduction to Linear Programming

Announcements

Announcements will be posted from time to time. Please check regularly.

  1. Please don't forget leave your homework on the front blue desk to be collected at the start of class (by 11.05am).  Thank you to all of you who did this.
  2. Well done on the great midterm average of 76%! Keep up the hard work until the final!
  3. 15 March: Office hours cancelled Thursday 4pm due to meeting. Please email me if needs be, thanks.
  4. 5 April: Office hours moved to end of class for your convenience.


Lecture details

Lecturer: S. van Willigenburg, Math 208, 822-2630, steph at math splotch ubc splotch ca
Location: TuTh 11.00-12.30 BUCH B213
Web page: http://www.math.ubc.ca/~steph/340/340.html
Office hours: Mon 10-11am, Thur 4-5pm, 15 mins just after class, and by appointment (not Wednesday). You can also email me anytime.

Course description

This is an introduction to linear programming. There will be emphasis both on proof and algorithmic techniques. We will cover linear programming problems, dual problems, the simplex method, solution of primal and dual problems, sensitivity analysis and, if time permits, game theory.  Prerequisites are one of Math 152,  Math 221, Math 223.

Text

Vasek Chvatal, Linear Programming, WH Freeman and Company, ISBN-10 0716715872, ISBN-13 978-0716715870 (both paperback).  Other books on the subject can also be found  in the library (start browsing around QA 265 or T 57).

Homework

There will be weekly homework assignments due on Thursdays at the start of class. The homework is the most important part of the course. Most of your learning will take place while doing it. We will not accept late homework except in very unusual circumstances. We will, however, drop the lowest homework grade.

Exams

Midterm, Tuesday 7th February.
Final exam, Thursday 12th April.

Calculators, books, notes etc are not permitted in either exam. Please bring your student ID to both exams.

Please note that there are no make-up or alternate exams, so make sure you do not make travel plans, work plans etc that will conflict. Valid documentation must be provided if any consideration is to be taken for a missed midterm.

Grading

Your grade will be based on the homework (10%), the midterm (30 or 40%), and the final (60 or 50%), whichever gives you the best grade.

Since this is a Mathematics Majors course, there is a median grade of around 68% and students will be expected to construct proofs involving fundamental ideas of the course.

Working together and academic integrity

Homework: We have no objection to collaboration on the homework, provided that it is done in a way that maximizes the benefit of the homework to all people involved. It is our experience that you get Regardless of whether you arrive at solutions in collaboration with others or alone, the paper that you turn in with your name on it should represent your own solutions, written in your own words.

In particular, you may not simply copy someone else's homework and turn it in as your own. Similarly, copying solutions that you might find on the web or from some other source is illegal.

These will all be treated as a violation of UBC's Academic Integrity Code. We take academic integrity very seriously and will follow university procedures in all cases of suspected cheating - disciplinary measures can result in expulsion.

Exams: There is anecdotal evidence that quite a bit of cheating occurs on campus. In an effort to prevent one common form of cheating, we will xerox a random sample of exam books before returning them.

Class etiquette

Use of cell phones (in any manner), laptops, iphones, Blackberries and other electronic devices during class is highly inappropriate, distracting and disrespectful to fellow students and the instructor. Chatting with neighbours, even when whispered, is equally unacceptable. If you have a question then please ask the instructor so the whole class may benefit too. Arriving late and leaving early is also discouraged. If it happens then please enter/leave the room silently and do not disrupt the other students or instructor. Thank you.

Assignments

Assignment 1, due Thursday January 12th.
Assignment 2, due Thursday January 19th.
Assignment 3, due Thursday January 26th.
Assignment 4, due Thursday February 2nd.
No homework due Thursday Feruary 9th due to midterm.
Assignment 5, due Thursday February 16th.
Assignment 6, due Thursday March 1st.
Assignment 7, due Thursday March 8th.
Assignment 8, due Thursday March 15th.
Assignment 9, due Thursday March 22nd.
Assignment 10, due Thursday March 29th.
Assignment 11, due Thursday April 5th.

Solutions

These are to help you study. Please make sure your solutions include full details and citations.

Assignment 1
Assignment 2
Assignment 3
Assignment 4
Assignment 5
Assignment 6
Assignment 7
Assignment 8
Assignment 9
Assignment 10
Assignment 11

Other handouts


Here are some more study materials I found to help, or might be interesting.

Other useful links