640:354 LINEAR OPTIMIZATION

Home Syllabus Assignments

Syllabus

Topics

• Review of linear algebra
• Introduction to convex analysis
• Polyhedral theory
• Geometrical solution
• Simplex method
• Farkas' lemma
• Optimality conditions
• Linear programming duality
• Integer programming
• Branch and bound
• Gomory's fractional cut
• Various LP and IP models

Lectures, time and location

• MW, 6:40-8:20pm; BE 003

Prerequisites

• Math 640:250 Linear Algebra

Grading

• 30% homeworks, 30% midterm exam, 40% final exam

Homework

• There will be 4-5 biweekly homework assignments.

Exams

• There will be one midterm before spring break.
• The final exam will be scheduled by Math. Dep.
• No further make-up exams will be administrated unless they are formally required by Rutgers exam regulations.