SA305 — Linear Programming

Spring 2016

Sections 5001, 5002, 6001 and 6002

Asst. Prof. Nelson Uhan

Announcements

25 Apr Final exam locations
  • Section 5001 — CH104
  • Section 5002 — CH110
  • Section 6001 — CH103
  • Section 6002 — CH110
22 Apr End-of-semester announcements:
  • Project
    • Final report due by COB Wednesday 4 May.
    • E-mail me your report as a PDF file and GMPL model/data files.
  • Final Exam
    • Monday 9 May at 19:30.
    • See below for details.
  • GMPL Exercises
    • All exercises (2.3, 2.11, 2.10, diet-part2, pirates) due at noon on Wednesday 11 May.
    • I will send you the status of your GMPL exercises on Thursday 28 April, Monday 2 May, Thursday 5 May, and Monday 9 May.
8 Apr Your second chance for Exam 2 is due at the beginning of class on Wednesday 11 April. See below for details.
28 Mar Exam 2 is on Wednesday 6 April. See below for details.

Also see below for the end-of-marking-period schedule, including the GMPL exercise deadline.

21 Mar Reminder: your preliminary project problem statement is due by COB this Friday 25 March. Please e-mail it to me as a PDF file.
4 Mar Instructions for the course project have been posted. See below for details.
24 Feb Your second chance for Exam 1 is due at the beginning of class on Friday 26 February. See below for details.

Some notes on Problem 4:

  • Assume that the given diagram is correct.
  • To explain why Professor I. M. Wright is incorrect, provide concrete counterexamples to his statements.
18 Feb The deadline for GMPL exercises to count for your 6-week grade is 15:00 on Tuesday 23 February.
  • You must successfully complete all GMPL exercises assigned so far (2.3, 2.11, 2.10) to receive credit for the GMPL exercise portion of your grade.
  • See the course policy statement for further details on grading policy.
15 Feb Exam 1 is on Monday 22 February. See below for details.
12 Jan Welcome!

General information

GMPL information

Homework

Date Problems
18 Apr rock-paper-scissors
15 Apr pirates*. Use symbolic input parameters. This is the last GMPL exercise of the semester.
13 Apr 9.7, cars
11 Apr 9.5ab. Solve the primal and dual graphically. Does strong duality hold?
8 Apr 9.1, 9.2, 9.3, 9.4
30 Mar 8.11ab, 8.12ab
28 Mar Finish the homework for 25 March.
25 Mar 8.1, 8.2, 8.3, 8.8
21 Mar 7.16, 7.17
11 Mar 7.14
7 Mar 7.2, 7.3, 7.4
4 Mar 6.14, 6.18. Draw pictures of the given regions and functions first.
2 Mar 6.8, 6.9
29 Feb 6.1, 6.2
26 Feb Work on your outstanding GMPL exercises.
24 Feb 2.6 (redo). Use symbolic input parameters.
diet-part2* (partial model file, data file)
17 Feb 2.20, 2.22. Use symbolic input parameters.
12 Feb 2.3 (redo), 2.24, diet-part1. Use symbolic input parameters.
10 Feb sets. Bring your laptops to the next class.
8 Feb inventory, finco
5 Feb 2.10*
3 Feb 2.9
1 Feb 2.6
29 Jan 2.11*, 2.12
27 Jan 2.1, 2.3*
20 Jan Verify your answers to 1.1abcd by solving these linear programs using GMPL/GLPK.
15 Jan 1.1abcd, 1.2. Bring your laptops to the next class.
13 Jan 1.1abcd using trial-and-error. For each optimization model, find a few feasible solutions and determine their values. Try to find the best feasible solution you can.
12 Jan Familiarize yourself with the course policy statement.

Lessons

Dates Lesson
22 Apr 30 Introduction to networks and the shortest path problem notes
20 Apr 29 Introduction to integer linear programs: timetabling problems notes
18 Apr 28 LP duality and game theory notes
15 Apr 27 Maximin and minimax objectives notes
13 Apr 26 An economic interpretation of LP duality notes
11 Apr 25 Weak and strong duality notes
8 Apr 24 Bounds and the dual LP notes
1 Apr 23 Degeneracy, convergence, multiple optimal solutions notes
30 Mar 22 Finding an initial BFS notes
28 Mar 21 The simplex method — example notes
solutions
23 Mar, 25 Mar 20 The simplex method notes
21 Mar 19 Basic solutions in canonical form LPs notes
11 Mar 18 Linear programs in canonical form notes
7 Mar, 9 Mar 17 Geometry and algebra of "corner points" notes
4 Mar 16 Improving search: convexity and optimality notes
26 Feb, 29 Feb 15 Improving search: finding better solutions notes
26 Feb 14 Introduction to algorithm design notes
24 Feb 13 Work scheduling models, revisited notes
postal.mod
postal.dat
17 Feb 12 Multiperiod models, revisited notes
12 Feb 11 Resource allocation models, revisited notes
farmerjones.mod
farmerjones-original.dat
farmerjones-new.dat
10 Feb 10 Sets, summations, for statements notes
Solutions to Problem 3
(solutions updated 15 Feb 15:45)
8 Feb 9 Multiperiod models notes
3 Feb, 5 Feb 8 Production process models notes
notes on Alvin Fine
1 Feb 7 Work scheduling models notes
29 Jan 6 Blending models notes
27 Jan 5 Resource allocation models notes
20 Jan 4 Solving optimization models with a computer notes
15 Jan 3 Graphical solutions of optimization models notes
warmup animation
solving animation
outcomes animation
13 Jan 2 Introduction to optimization modeling notes
12 Jan 1 Introduction notes

Quizzes

Date Quiz
20 Apr Quiz 9 quiz
30 Mar Quiz 8 quiz
23 Mar Quiz 7 quiz
9 Mar Quiz 6 quiz
2 Mar Quiz 5 quiz
17 Feb Quiz 4 quiz
10 Feb Quiz 3 quiz
3 Feb Quiz 2 quiz
20 Jan Quiz 1 quiz

Exams

Date Exam
9 May Final Exam Information
Final Exam from past semester (ignore 6d, 6e)
6 Apr Exam 2 Information
Exam 2 from past semester
Second chance
22 Feb Exam 1 Information
Exam 1 from past semester (ignore 3c) Second chance

Project