MA3231 On-Line Materials -- Linear Programming

Last modified: October 9, 2018

This page contains materials related to the course MA3231, Linear Programming.

Office Hours

A Term, 2018. Please come by at any time. (After class is good, except when I have meetings.) My office hours are 11-12 (Mondays), 9-10 (Tuesdays), 3-4 (Wednesdays).

Linear Programming -- MA3231

Section A01

Text: Linear Programming: Foundations and Extensions (4th ed.) by Robert Vanderbei. Springer Publishing, 2014.

Here, you will eventually find on-line versions of all material distributed in class.

Jump now to Week 0, Week 1, Week 2, Week 3, Week 4, Week 5, Week 6, Week 7.

LINEAR PROGRAMMING, WEEK 0 -- August 23 to August 24.

Guess what shows up among the fifteen most important algorithms of all time?
Course syllabus [Aug 23].
Assignment 0 (for practice only) [Aug 23].
Assignment 1 (due Tues., Aug. 28) [Aug 23].
Week 0 Reading and Exercises [Aug 23].

LINEAR PROGRAMMING, WEEK 1 -- August 27 to August 31.

Week 1 Reading and Exercises (Aug. 26, 2018)
Recap of August 27 class meeting and the Furniture LP
Pivoting Camps: essential help sessions for Simplex Method calculations:
- TUESDAY August 28th, 7-9pm in SL104
- THURSDAY August 30th, 6-8pm in SH106
- TUESDAY September 4th, 6-8pm in SL104
Assignment 2 (due Tuesday September 4th)

LINEAR PROGRAMMING, WEEK 2 -- September 4 to September 7.

Week 2 Reading and Exercises (Sept. 3)
Simple MAPLE code for pivoting: download lppivot.txt
Sample MAPLE session, in a simple text file.
Simple MATLAB code for pivoting: download matlab_pivot.txt
Instead dowload individual files from this MATLAB directory
Instructions for using these three MATLAB commands.
Assignment 3 (due Tue., Sep. 11)

LINEAR PROGRAMMING, WEEK 3 -- September 10 to September 14.

Week 3 Reading and Exercises
Assignment 4 (due Thurs., Sep. 20, in class)
Campsolutions.txt, rough solutions to some problems from Pivoting Camp
A summary of the simplex method
TEST 1 will be given in class on Thursday, September 13

LINEAR PROGRAMMING, WEEK 4 -- September 17 to September 21.

Week 4 Reading and Exercises
Assignment 5 (due Tue., Sep. 25)
Examples where we locate the matrix B⁻¹ in each dictionary encountered in the simplex method: FindingB-1.txt
Some practical notes on post-optimality (sensitivity) analysis (Thurs, Sept. 21)

LINEAR PROGRAMMING, WEEK 5 -- September 24 to September 28.

Week 5 Reading and Exercises
Instructions for solving linear programming problems in Microsoft Excel
Assignment 6 (due Thurs., Oct. 4)
TEST 2 will be given in class on Thursday, September 27
A handout listing several small matrix games
And here are some more games
Here is some MAPLE code that solves a matrix game for us.

LINEAR PROGRAMMING, WEEK 6 -- October 1 to October 5.

Reading and Exercises for Week 6
Handout summarizing the affine scaling method (updated October 7th)
REVISED Assignment 7 (due Tue., Oct. 9)
MAPLE code to iterate the affine scaling method

LINEAR PROGRAMMING, WEEK 7 -- October 8 to October 11.
Week 7 Reading and Exercises
Some problems in convex analysis
TEST 3 will be given in class on Thursday, October 11

William J. Martin / WPI / martin "at" wpi.edu