| Math 407 Section A |
Autumn 2014 |
| LINEAR OPTIMIZATION
|
| Instructor: |
James Burke |
|
E-Mail: |
burke(at)uw(dot)edu |
| Phone: |
543-6183 |
|
Office Hours: |
M 1:30-2:20pm, T 12-1pm |
| Office: |
C-443 Padelford |
|
|
& by appointment |
| Pre-Requisites: |
Math 308 |
|
Classroom: |
ARC 160 |
| TA: |
Jiashan Wang |
|
Office: |
C-552 Padelford |
| E-Mail: |
jsw1119(at)math(dot)washington(dot)edu |
|
Hours: |
WTh 3:30-4:30pm |
URL for the course website:
- http://www.math.washington.edu/~burke/crs/407/
Text:
Online course notes:
http://www.math.washington.edu/~burke/crs/407/notes/
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 8 fifteen minute quizzes each worth 80 points. The
quizzes are given each Friday except Friday October 31,
November 28, and December 5.
The quizzes cover the homework of the previous week.
The potential content of
the quiz will be announced the Wednesday 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 grade on the first quiz, as well as the top 4 scores on the remaining
quizzes count toward your grade. In total, 5 quiz scores count
toward your grade.
Midterms:
There is one midterm: Wednesday, October 29. 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 Monday, December 8
from 8:30 to 10:20am in the same room as that for instruction (ARC 160).
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.
Note that the quiz grades count for 40% of your grade with
the first quiz counting for 8%!
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 (medical, family, University, ...).
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 Wednesday, November 26.
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:
Veterans Day, Tuesday, November 11: Thanksgiving, Thursday-Friday,
November 27-28.
Midterm Date: Wednesday, October 29.
Final Exam: Monday, December 8, 8:30-10:20 am.