OR 641/MATH 689 Linear Programming

Course Outline & References

Note: To read the pdf files you will need Adobe Acrobat Reader



Date Topics Reference
Aug. 31 Introduction, Crew Scheduling Problem, Linear Algebra Handout on Crew Sceduling, Linear Algebra Review,
Sep. 7 Fundamentals of Optimization, Linear Constraints Sections 2.1, 2.2, 2.3, 2.4, 3.1
Sep. 14 Null Spaces. Geometry of LP. Sections 3.2, 3.3.1, 4.1
Sep. 21 Basic Solutions and Extreme Points. Sections 4.2, 4.3, 4.4
Sep. 28 The Simplex Method Sections 5.1-5.3.1
Oct. 5 The Simplex Method (continuation) Sections 5.3.2-5.4
Oct. 12 Simplex (Cont'd), Duality Sections 5.5-5.6 , 6.1
Oct. 19 Duality Theory Sections 6.1-6.2
Oct. 26 The Dual Simplex, Complexity of LP and the Primal Dual Algorithm Sections 6.3, 9.1-9.3, 9.6
Nov. 2 Midterm  
Nov 9 Primal Dual Algorithm, Revised Simplex: Product Form of the Inverse Section 9.6, 7.1
Nov. 16 Revised Simplex: Product Form of the Inverse; Column Generation Sections 7.1-7.2, 7.4
Nov 30 Bounded-Variable Simplex Section 7.3
Dec. 7 Enhancements to Simplex Section 7.6
Dec. 14 Final exam