Engineering Professional Education
  Menu

Linear Programming

IE53500

Credit Hours: 3

Learning Objective:
As a beginning graduate course, the first goal is to teach the students the skills to formulate real-world problems as linear programs, and solve them using the available software. The second goal is to teach the students the theoretical principles of linear optimization.

Description:
Linear programming problems arise pervasively in science and engineering. The students will be taught to use the available linear programming software to solve real world problems. They will also obtain a broad exposure to the theoretical underpinnings of linear optimization. Prior exposure to optimization is not necessary.

Topics Covered:
Introduction; classification of optimization problems; formulation of linear and integer programs; using available software to solve linear programs; geometry of 2-dimensional linear programs; Simplex method: basic feasible solutions, pivoting, degeneracy, cycling and anti-cycling pivot rules, phase I and phase II algorithms; duality; sensitivity analysis; introduction to computational complexity; ellipsoid method; interior point methods; network flow problems.

Prerequisites:
Linear algebra

Web Address:
https://mycourses.purdue.edu/

Homework:
Six to eight assignments, assigned roughly every two weeks, may be downloaded from the course web page; the assignments will count for approximately 50% of the course grade.

Exams:
Two midterm exams worth approximately 25% of the course grade each. There will be no final exam.

Textbooks:
Official textbook information is now listed in the Schedule of Classes. NOTE: Textbook information is subject to be changed at any time at the discretion of the faculty member. If you have questions or concerns please contact the academic department.
Recommended: Linear Programming 1: Introduction (v.1) by George B. Dantzig and Mukund N. Thapa, Springer Series in Operations Research and Financial Engineering, 1997.

Computer Requirements:
ProEd Minimum Computer Requirements

ProEd Minimum Requirements: view

Tuition & Fees: view

SEMESTERS

Fall 2018
Fall 2020
Fall 2022

CURRENT INSTRUCTOR(S)

T. B. D.

Phone
None

Email
proed@purdue.edu

Office
Campus
Building
Address
West Lafayette, IN 47907