Cape Breton University

 

Linear Optimization

 

Math 331 (Winter 2011) Course Outline

 

Instructor: Dr. George Chen

Office: A129 G

Phone: 563-1825

Email: george_chen@cbu.ca

Homepage: http://faculty.uccb.ca/gchen

Office hour: Mon., Tue., Thur., 1:30-2:20; Mon. and Wed. 11:30-12:20;

 

Textbook: Linear Programming Methods and Applications, Fifth Edition

Author: Saul Gass

 

Major topics include:

 

  1. The linear programming problems, geometry of linear programming problems, extreme point theorem and basic solutions. 

 

  1. The simplex method for problem in standard form and artificial variables, artificial variables, two-phase method.

 

  1. Duality, the Duality theorem, computational relations between the primal and dual problems, the dual simplex method, the revised simplex method and sensitivity analysis, economic interpretation of the dual problem.

 

  1. Cutting plane methods, branch and bound methods.

 

  1. Some special types of linear programming problems, including transportation problem, assignment problem, graphs and networks, maximal flow problem and shortest route problem.

                

Marking Scheme:

               Assignments             25%

               Midterm/projects      25%

               Final                         50%

 

Remark:

Your class attendance will affect your final grade.