SA305 – Linear Programming
Spring 2015
Syllabus
Last updated: January 5, 2015
Course coordinator Asst. Prof. David Phillips, dphillip@usna.edu
Course description Operations research (OR) is a broad field which, loosely speaking, investigates how mathematical techniques can be used to solve “real-life”
decision-making problems. This course provides an introduction to linear programming, a fundamental technique used in OR. In particular, the course
focuses on formulating mathematical optimization models (also called mathematical programs), and understanding the mathematical underpinnings of
linear programming algorithms.
Textbook D. Rader, Deterministic Operations Research: Models and Methods in Linear Optimization, Wiley, 2010.
Schedule This schedule is subject to change.
Unit
Overview
Modeling
Week
Topic
Readings
Homework
1
1/7 – 1/9
Introduction to operations research
Introduction to optimization modeling, classification of optimization models
1.1
1.2, 1.3
1.1(a,b,c,d) using trial-and-error
2
1/12–1/16
Graphical solution of optimization models, sensitivity analysis
Resource allocation models, introduction to GMPL and GUSEK
Work scheduling models
1.2
2.1
2.2
1.1(a,b,c,d), 1.2
2.1, 2.3*
2.6
3
1/19 –1/23
Blending models
Production process models
Production process models, cont.
2.4
2.5
2.5
2.11*, 2.12
2.9
2.10*
2
1/26 – 1/30
Multiperiod models
Sets, summations, for statements
Resource allocation models, revisited
2.6
2.3
2.1
inventory, finco
5
2/2 –2/6
Blending models, revisited
Multiperiod models, revisited
Review
2.4
2.6
2.13*† , 2.14† , 2.16†
2.20† , 2.22†
6
2/9 – 2/13
Exam 1
Work scheduling models, revisited
Production process models, revisited
2.2
2.5
2.6† (challenge: 2.7, 2.8)
2.9† , 2.10†
* = Formulate a model on paper and write accompanying GMPL code.
† = Formulate a model using symbolic input parameters.
1
2.3† , 2.24† , diet*†
Unit
Algorithms
Week
Topic
Readings
Homework
7
2/16 – 2/20
Introduction to algorithm design
Improving search: finding better solutions
5.1–5.2
6.1–6.2
6.1, 6.2, 6.8, 6.9
8
2/23 – 2/27
Improving search: convexity and optimality
Improving search: review
Geometry and algebra of corner points
6.3
6.1–6.3
7.1
7.2, 7.3
9
3/2 – 3/6
Geometry and algebra of corner points, cont., fundamental theorem of LP
Linear programs in canonical form
Basic solutions in canonical form LPs
7.1–7.2
2.8, 7.3
7.3
7.4
7.14
7.16, 7.17
10
3/9 – 3/13
The simplex method
The simplex method, cont.
The simplex method: review
8.1
8.1
8.1
8.1, 8.2
8.3, 8.8
11
3/16 – 3/20
Spring Break
12
3/23 – 3/27
Degeneracy, convergence, multiple optimal solutions
The two-phase simplex method
Bounds and the dual LP
8.3
8.4
9.1, 9.2
8.7
8.11ab, 8.12a
9.1, 9.2, 9.3, 9.4
13
3/30 – 4/3
Weak and strong duality, complementary slackness
Review
Exam 2
9.3
9.5, 9.7
14
4/6 – 4/10
Duality review, maximin objectives
Maximin and minimax objectives
LP duality and game theory
9.1–9.3, 2.7
2.7
handout
pirates*†
2.30†
rock-paper-scissors
15
4/13 – 4/17
An economic interpretation of LP duality
Introduction to networks and the shortest path problem
Modeling with the shortest path problem
9.6
2.9
2.9
cars
2.42
rental*
16
4/20 – 4/24
Modeling with the shortest path problem, cont.
Review
Review
2.9
2.39
17
4/27 – 4/29
Review
Duality
Modeling revisited
* = Formulate a model on paper and write accompanying GMPL code.
† = Formulate a model using symbolic input parameters.
2
6.14, 6.18