Math 407 Section A SUMMER 2008
LINEAR OPTIMIZATION
Instructor:(6/22-7/15) Jim Burke          Instructor:(7/17-8/21) Bradley Bell
E-Mail: burke(at)math(dot)washington(dot)edu          E-Mail: bradbell(at)washington(dot)edu
Phone: 543-6183          Phone: 543-6855
Hours: TT 11:30-12:30pm          Hours: TBA
Office: C-443 Padelford          Office: 471 Henderson Hall
Prerequisites: Math 308          Classroom: MEB 246

URL for the course website:

Text:

Chvatal, Linear Programming

Course Content:

Math 407 is an introductory course in linear programming (or LP). The course is based on Part I of the text. The four basic components of the course are modeling, solution methodology, duality theory, and sensitivity analysis. Modeling concerns the question of how problems posed in the real world can be formulated in terms of the mathematical framework called linear programming. Solution methodologies concern practical techniques for computing the solution of an LP. We focus on the simplex algorithm due to George Dantzig since it offers a complete framework for discussing both the geometry and duality theory for linear programs. Duality theory illustrates the rich underlying mathematical structure of linear programming and its extensions. We will interpret the duality theory in a number of ways. In particular, we show how it can be used to explain pricing systems in free market economies. Sensitivity analysis concerns the behavior of the optimal solution subject to changes in the initial data describing the problem.

Grading:

Quizzes: There are 7 fifteen minute quizzes each worth 80 points. The quizzes are given each Thursday except July 17 and August 21. The quizzes cover the homework of the previous week. The potential content of the quiz will be announced the Tuesday before the quiz. Each quiz will contain two questions. The first question will either be to recite the definition of a vocabulary word or to formulate a problem as an LP. The second question will be computational in nature. The first quiz is manditory for all students enrolled in this class. The score on your first quiz as well as the top 4 scores on the remaining 6 quizzes count toward your grade.

Midterms: There is one midterm: Tuesday, July 15. The content of the midterm will be discussed in advance and a sample midterm will be distributed before the exam. The midterm is worth 250 points.

Final Exam: The final exam is to be given on Thursday, August 21 during the usual class time and in the usual class. The final exam is comprehensive. A sample final exam will be distributed. The final exam is worth 350 points.

Final Grade: The total number of possible points is 1000:

400 quiz points + 250 midterm points + 350 final exam points = 1000 points.
Your final grade will be based on these points. One class curve is computed after the final exam has been scored.

Time Conflicts with an Exam:

There will be no make-up exam except in the case of a documented emergency. In the event of an unavoidable conflict with a midterm (an athletic meet, wedding, funeral, etc...), you must notify me at least 2 weeks before the date of the exam so that we can arrange for you to take the exam BEFORE the actual exam date. In the event of an unavoidable conflict with the final exam, you will need to submit a written petition for this purpose to me by Tuesday, July 29. As with exams, make-up quizzes are given only in the case of a documented emergency.

Incomplete:

A grade of Incomplete will be given only if a student is doing satisfactory work up until the end of the quarter, and then misses the final exam due to a documented medical or family emergency.

Important Dates:

Holidays: Friday, July 4

Midterm Date: Tuesday, July 15.

Final Exam: Thursday, August 21.