Welcome to Math 407, Autumn 2007
(last updated 12/5/2007)
- HW 7 comments are posted below.
- Info on the final exam on the morning of Monday, December 19,
can be found in Handout 4 .
What is 407?
Math 407 studies linear optimization,
which concerns minimizing/maximizing a linear function
of subject to the variables satisfying a system of linear
equations and inequalities.
This problems, first
studied in the early 1800 by the famed French mathematician
Fourier in the context of solving linear inequalities, have wide applications in
engineering, science, economics and business.
We will study the theory of and algorithms for solving these problems.
Being a fourth year math course, we will be doing some proofs, as
well as numerical examples.
Course Info:
- Instructor:
Paul Tseng (Padelford C-344; tseng@math.washington.edu)
Office Hours: Thursdays 2:00-3:30 pm or whenever I am free
- Lecture: MWF 10:30-11:20 AM, Room
Benson 117
- Teaching Assistant: Qiuying Lin
(Padelford C-331; qiuying@math.washington.edu)
Office Hours: Th 12:30-2
- Textbook: MATH 407 Course Notes, Sept 2007,
available from Professional Copy `n' Print, 4200
University Way NE; 634-2689.
[Recommended:
Linear Programming by Vasek Chvatal,
on overnight reserve at Math Library in Padelford.]
Prerequisites:
Math 308 or equivalent. A solid knowledge of
matrices, vectors, inner products, systems of linear equations,
row reduction, linear dependence
is a must. An ability to visualize and to sketch in 2- and occasionally 3-dimensional space is also needed.
Some experience in doing mathematical proofs
will be helpful.
Topics to be covered:
Chapters 1--7 of course notes.
The main topics are:
Linear program, simplex method, dual simplex method, duality theory and applications,
and sensitivity analysis.
Important Dates
- Oct 8, Oct 22, Nov 5, Dec 3
Quizzes 1--4 (15-20 min).
- Wed, Nov 14 Midterm (50 min).
- Mon, Dec 10 (8:30-10:20) Final Exam (110 min).
Notes and Comments:
If you have any questions about the course, please feel free to email me at
tseng@math.washington.edu. This course gives a mathematically
rigorous treatment of discrete optimization and, as such,
proofs will be expected.
Lecture handouts (pdf files)
Homeworks (PDF files) [Caution: The homeworks posted here may be
incomplete.]
- Homework 1, due Oct 5 ,
Comments
- Homework 2, due Oct 12 ,
Comments
- Homework 3, due Oct 19
- Homework 4, due Oct 26 ,
Comments
- Homework 5, due Nov 2 ,
Comments
- Homework 6, due Nov 21 ,
Comments
- Homework 7, due Nov 30 ,
Comments
Links of Interest: Ø