INDE 513
Linear Optimization Models in Engineering
Spring 1999




Instructor: Professor Zelda Zabinsky, (206) 543-4607, MEB G8
Office: MEB G8
Phone: (206) 543-4607
E-mail: zelda@u.washington.edu

Class Time: T-Th,  2:30-3:50
Location: Loew 206

Office Hours: to be announced

Prerequisites: Linear algebra (e.g. MATH 308) and a previous course in Linear Programming

Text: Katta G. Murty, Linear Programming, John Wiley and Sons, 1983

Grading: Homework 25%,
             Two Exams 25% each,
             Project - oral presentation and written paper 25%

Tentative Schedule
 
Tues March30  (1) Overview of LP
Thurs April 1
 		 (2)
 		 Advanced LP formulation: absolute values piece-wise linear, mini-max
 
Tues April 6  (3) Simplex Method: Phase I and Phase II
Thurs April  8
 		 (4)
 		 Steepest Descent, Bland's Rule 
 		 HW 1 due
 
Tues April 13  (5) Degeneracy & Cycling
Thurs April  15
 		 (6)
 		 Revised Simplex Method
 		 HW 2 due
 
Tues April 20  (7) Complexity and
Thurs April  22
 		 (8)
 		 Interior Point Methods
 		 HW 3 due
 
Tues April 27  (9)  Review
Thurs April  29
 		 (10)
 		 Exam 1
 
Tues May 4   (11) Duality Theory and 
Thurs May 6
 		 (12)
 		 Sensitivity Analysis
 
Tues May 11  (13) Parametric Analysis
Thurs May 13
 		 (14)
 		 Dual Simplex Method
 		 HW 4 due
 
Tues May 18  (15) Primal - Dual Method
Thurs May 20
 		 (16)
 		 Applications of Sensitivity and Parametric
 		 HW 5 due
 
Tues May 25 (17) Decomposition
Thurs May 27
 		 (18)
 		 Decomposition
 		 HW 6 due
 
Tues June 1 (19) Review
Thurs June 3 (20) Exam 2


Tues June 8      4:30 - 6:20pm      FINAL PROJECT PAPERS & PRESENTATIONS DUE
 

Additional References:
Bazaraa, Jarvis and Sherali
Best and Ritter
Chvatal
Fang and Puthenpura
Hillier and Lieberman
Ignizio and Cavalier

Assignments:
 
HW 1
HW 2
HW 3
HW 4
HW 5
HW 6