IE53500 - Linear Programming

Fall 2016

Days/Time: TBA / TBA
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.

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.

Linear algebra

Web Address:

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.

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

Disclaimer: final textbook listings are available in April for fall and summer semesters. Please visit the Listing of Textbooks by College or School for the most up-to-date information.
Recommended: Introduction to Mathematical Programming: Applications and Algorithms, Volume 1; Wayne L. Winston and Munirpallam Venkataramanan, Duxbury Press, 4th edition, 2002..
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:

Tuition & Fees: view


T. B. D.
West Lafayette, IN 47907

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