Fall 2011

INDU 6111 Theory of Operations Research

4 credits
Students who have taken ENCS 6151 may not receive credit for this course.



Bulletin board


Homework assignments


Record of the material covered in class

Date           Material covered and the corresponding parts of the book Important dates
Sep 7 Formulation of decision problems as linear programming problems; a preview of the simplex method and its dictionaries (Chapters 1 and 2).
Sep 14 How fast is the simplex method? (Chapter 4) Geometric interpretation of the simplex method (pp. 250 - 257). Choosing an entering variable and finding the leaving variable; degeneracy (pp. 27 - 30). Sep 19: DNE deadline for withdrawal
Sep 21 Pitfalls and how to avoid them (Chapter 2 and lecture notes on another implementation of the two-phase simplex method). Assignment 1 given
Project assigned
Sep 28 Duality and complementary slackness (pp. 54 - 65). Assignment 1 due
Its solution
Oct 5 Review of Theorem 5.3. The revised simplex method (pp. 97 - 102). Assignment 2 given
Oct 12 Review. Assignment 2 due
Its solution
Oct 19 Midterm exam (its solution). Eta factorization of the basis (pp. 105 - 111).
Oct 26 Triangular factorizations (pp. 84 - 89). Refactorizations (pp. 109 - 111). Oct 30: DISC deadline for withdrawal
Nov 2 Economic significance of dual variables (pp. 65 - 68) and economic interpretation of the revised simplex method (pp. 102 -105).
Nov 9 Solution of general LP problems by the revised simplex method (pp. 118 - 129, 132 - 133). Project due
Nov 16 The duality theorem (pp. 137 - 141). Unsolvable systems of linear inequalities (pp. 143 - 144). Assignment 3 given
Nov 23 Proofs of Theorem 9.1 (pp. 141 - 143) and Theorem 9.2 (p. 145). Theorems 9.3 and 9.4 (pp. 145 - 146).
Nov 30 Review. Assignment 3 due
Its solution
Dec 7
Wednesday
Final exam 19:00 - 22:00


Bibliography


Computer implementations of the simplex method


On-line linear equations solvers:


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