OR705 Large Scale Linear Programming

Syllabus

References

Lecture Notes

Course Content
Chapter 1   |  Chapter 2  |  Chapter 3 |

Lecture_MATLAB  |  Lecture_CVX_LCoP
Chapter 4   |  Chapter 5    |   Chapter 6  |
Chapter 7   |   Chapter 8   |  Chapter 9  |
Chapter 10 |   Chapter 11

Supplemental Material

  • Solving real-world linear programs
  • A Column Generation Procedure for Gang Rip Saw Arbor Design and Scheduling
  • A Column Generation Algorithm for Bus Driver Scheduling Problem
  • Decomposition Principles for Linear Programs
  • A generic view of Danzig Wolfe decomposition in mixed integer programming
  • Airline Crew Scheduling: A New Formulation and Decomposition Algorithm
  • Semi-infinite Linear Programming
  • Capacity Problem – Infinite Linear Programming
  • Parametric LSIP
  • Dual Perturbation of LP
  • Convex Programming Approach to LP
  • Entropic Perturbation
  • The Simplex Method for Quadratic Programming
  • Linear Fractional Programming
  • The computational complexity of LCoP
  • The stochastic queue center problem

Homework

Assignment #1 (Due Sept./18/2018) |  Assignment # 2 (Due Oct./4/2018)
Assignment #3 (Due Oct./23/2018)   |  Assignment # 4 (Due Oct./30/2018)
Take_home_exam (Due Nov./15/2018) |  Assignment #5+6 (Due Dec./06/2018)

Project

  • Proposal ( Due 11/08/2018 )
  • Final Report ( Due 12/07/2018 )  |  Expanded proposal with results obtained!
  • Presentation ( Last week of classes )

Exam

Midterm Exam
Target Date: November 13, 2018 ( Tuesday Class)

Course Grade

Midterm exam | Project | Course