Mathematics 3801

 
Course Outline
 
My office hours are: Thursday 2:00--3:00pm. HP4368. TA: Aubrey Maquiling, Friday 12-1pm. See CUlearn for solutions to tutorials etc. -

Topics covered in the class.

  • Sep 3: Introduction to linear programming problems and Formulation.
  • Sep. 8: Formulation of LPs and Geometric method.
  • Sep. 10: Geometric methods.
  • Sep. 15: Algebraic analysis of geometric method. simplex method.
  • Sep. 17: Simplex method from intuitive point of view.
  • Sep. 22: Simplex method.
  • Sep. 24: Converting programs perfect canonical forms; Two phase method
  • Sep. 29: Two phase method, alternate solutions.
  • Oct. 1: Theory of simplex method.
  • Oct. 6: Blands rule, Duality.
  • Oct. 8: Duals of nonstandard linear program; theoretical results.
  • Oct. 13: Complementary slackness conditions.
  • Oct. 15: Tucker's duality theorem etc.
  • Oct. 20: Dual simplex method and sensitivity analysis.
  • Oct. 22: sensitivity analysis
  • Oct. 26-30: reading week.
  • Nov. 3: Sensitivity analysis, Lindo outputs.
  • Nov. 10: transportation problems, minimum entry method, stepping stone method.
  • Nov. 12: U-V method.
  • Nov. 17: Rationale of U-V method, assignment problem.
  • Nov. 19: Assignment problem, integer programming.
  • Nov. 24: Cutting method. Branch and Bound method.
  • Nov. 26: Two person zero sum games.
  • Dec. 1: Simplex method to solve matrix games.
  • Dec. 3: Geometric method.