IE/MA/OR 505 Syllabus Page

Fall 2009

IE/MA/OR 505 LINEAR PROGRAMMING

Time: Tu, Th 11:45AM - 1:00 PM

Room: DAN 216

Instructor: Professor S.-C. Fang

Office: DAN 450, Phone: 515-2192, email: fang@eos.ncsu.edu

Office Hour: Tu, Th 2:30 - 3:30 PM (or by appointment)

WWW URL:

http://www.ise.ncsu.edu/fangroup/or505.html

TA: Yuan Tian (ytian5@ncsu.edu) and Yue Li (yli21@ncsu.edu)

TA Office: DAN 418

TA Office Hour: Mon 4:30 - 5:30 PM, Wed 9:00 - 10:00 AM & 4:30 - 5:30 PM, Fri 9:00 - 10:00 AM

Course Objective:

IE/OR/MA 505 is a course that provides the fundamental understanding to the theory and algorithms of linear optimization. It involves mathematical analysis, theorem proving, algorithm design and numerical methods. It is also a preparatory course for IE/OR students to take their PhD Qualifying Exam on this subject.

Related Courses:

OR 501 Introduction to Operations Research
OR/MA 504 Introduction to Mathematical Programming
OR 705 Large Scale Linear Programming Systems
OR/MA/ST 706 Nonlinear Programming
IE/OR/MA 766 Network Flows

Prerequisites:

1. Matrix Theory

2. Linear Algebra

3. OR 501 (or equivalent)

Course Content:

1. Introduction to LP

2. Geometric Interpretation of LP

3. Simplex Method

4. Duality and Sensitivity Analysis

5. Interior Point Method

6. Robust Optimization

Grade:

1. Homeworks - 20%

2. First exam - 25%

3. Second exam - 25%

4. Third exam - 30%

Evaluation Standard:

1. A - 88 and above

2. B - 75 to 87

3. C - 60 to 74

4. Fail - under 60

Homework:

1. About 10 homeworks.

2. Solution sets will be posted by TA.

3. Rule 1: No late homework without TA's approval

4. Rule 2: Convince TA for any grade changes.

Exam:

1. Rule 3: No make-up exam without my pre-approval or "doctor notes" from hospital.

2. First exam: Up to the Simplex Method, closed book exam.

3. Second exam: Up to Duality and Sensitivity, closed book exam with one 4x6 index card.

4. Third exam: Comprehensive with emphasis on the Interior Point Methods.

End-of-Semester Class Evaluation:

Schedule:

Online class evaluations will be available for students to complete during the last two weeks of class. Students will receive an email message directing them to a website where they can login using their Unity ID and complete evaluations. All evaluations are confidential; instructors will never know how any one student responded to any question, and students will never know the ratings for any particular instructors.

Evaluation Website: https://classeval.ncsu.edu

Student help desk: classeval@ncsu.edu

More information about ClassEval: http://www2.acs.ncsu.edu/UPA/classeval/index.htm

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 This home page is maintained by Yu-Min Lin (ylin5@unity.ncsu.edu).