Mathematics 340 - 921 - Summer 2009
"Introduction to Linear Programming"

Lecture details

Lecturer: Andrew Rechnitzer

• Mathematics Building Room 215
• Email:
  • To help me keep track of everything, please put "MATH340" in the subject line of your email.
• Phone: 604-822-4516

Lecture time and location

• Tuesday, Thursday, Friday 1pm-3pm and Wednesday 1pm-2pm
• Irving K Barber Learning Centre, Room 261
• Click here for a map.

Office hours

• Tuesdays 10:30am-12pm and Wednesdays 3pm-4:30pm.
• Alternatively you can make an appointment by email.

Announcements

• The course is now finished, so I have removed the pdfs from the webpage.

Course description

• This is an introduction to linear programming.
• We will cover linear programming problems, dual problems, the simplex method, solution of primal and dual problems, and sensitivity analysis.
• Additional topics will be chosen from non-linear programming, game theory, scheduling and geometric problems.
• A little more precisely
• Topic 1: The simplex method (Chapters 1-4)
• Topic 2: Duality theory (Chapter 5)
• Topic 3: The revised simplex method (Chapters 6-7)
• Topic 4: Sensitivity analysis (Chapter 10)
• Additional topics: Chosen from non-linear programming, game theory, scheduling and geometric problems.

Textbook

• Vasek Chvatal, Linear Programming, WH Freeman and Company. ISBN 0-7167-1195-8 (hardback), or 0-7167-1587-2 (paperback).
• There should be copy on reserve in the Koerner library. Other books on the subject can also be found (start browsing around QA 265 or T 57).
• There are also a huge number of online resources about linear programming.
• A quick google search turned up these:
  • A text by Robert Vanderbei can be found here.
  • A nice simplex method applet can be found here.
  • And another one can be found here.
  • A matrix game solver can be found here.
• I'll put up more as I find them (or am told about them).

Grading scheme

Your final grade will be

• Homework = 10%, Midterm = 40%, Exam = 50%
• I will not be give make-up midterms or exams.
  • If you are forced to miss assessment due to illness then I need to be notified within 72 hours. When you are healthy again we can discuss reweighting your marks.
  • I need to see original written documentation in the form of a letter from your doctor.
  • Otherwise a score of zero will be given for the missed midterm or exam.

Midterm and Exam

• The final exam will be on Friday June 12th at 1pm. It will be in LSK 200.
• The midterm will be on Friday May 22nd at 1pm.
• Calculators, notes and books are not allowed in either the midterm or the exam.

Homework

• Homework will be assigned either week-by-week or topic-by-topic.
• While I have not yet set any homework, you should attempt questions from the text as we cover the topics.
• Please read these notes on plagiarism and academic integrity.
• I will not accept late homework unless you have a very good (as decided by me) reason for handing it in late.

Extra notes

Miscellaneous bits and pieces

• A short article about the origins of linear programming by the founder of the subject and inventor of the simplex method - George Dantzig.
• George Dantzig died aged 90 on May 13, 2005. Here is an obituary.

More about the final exam

• More on this closer to the end of term.