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:
- The
linear programming problems, geometry of linear programming problems, extreme point theorem and
basic solutions.
- The simplex
method for problem in standard form and artificial variables, artificial
variables, two-phase method.
- 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.
- Cutting
plane methods, branch and
bound methods.
- 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.