Lecturer |
Zhe Liang |
Email |
|
Office |
Founder Building 608 |
Time |
Wed 3:10pm-5:00pm, Fri 10:10am-12:00pm (Odd Week Only) |
Office Hours |
Appointment by email |
Makeup policy |
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero. |
Textbook |
Linear programming and network flows, by M. S. Bazaraa, J. J. Javis, and H. D. Sherali, Wiley, 1990. |
Homework |
Final homework grade will be the average of the 10 assignments with the highest grades. The lowest two assignment grades will be dropped. |
Lecture 1.* |
Sep 7 |
Introduction to Optimization Problems, Model Building |
Lecture 2. |
Sep 9 |
Basic Linear Algebra, Representation Theory |
Lecture 3.* |
Sep 14 |
Simplex Method Part 1 |
Lecture 4.* |
Sep 21 |
Simplex Method Part 2 |
Lecture 5.* |
Sep 23 |
Artificial Variable Method, Big-M method |
Lecture 6.* |
Sep 28 |
Degeneracy |
Lecture 7. |
Oct 12 |
Farkas Lemma |
Lecture 8.* |
Oct 19 |
KKT optimality condition Primary –Dual relationship |
Lecture 9.* |
Oct 21 |
Dual simplex method |
Lecture 10. |
Oct 26 |
GAMS --- Solving a basic LP and IP problem |
Lecture 11. |
Nov 2 |
GAMS --- Solving an advanced IP problem |
Lecture 12. |
Nov 4 |
Mid-Term |
Lecture 13.* |
Nov 9 |
Sensitivity Analysis Part 1 |
Lecture 14.* |
Nov 16 |
Sensitivity Analysis Part 2 |
Lecture 15.* |
Nov 18 |
Column Generation Part 1 |
Lecture 16.* |
Nov 23 |
Column Generation Part 2 |
Lecture 17.* |
Nov 30 |
Dantzig-Wolfe Decomposition Part 1 |
Lecture 18.* |
Dec 2 |
Dantzig-Wolfe Decomposition Part 2 |
Lecture 19. |
Dec 7 |
Benders Decomposition |
Lecture 20. |
Dec 14 |
Benders Decomposition |
Lecture 21. |
Dec 16 |
GAMS – Column Generation |
Lecture 22. |
Dec 21 |
GAMS - Column Generation |