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CS 525: Linear Programming Methods
Fall 2008-09 (Also IE, Math, Stat)
| Instructor |
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Michael C. Ferris
- Office: 4381 CS&S
- Telephone: 262-4281
- E-mail: ferris at cs.wisc.edu;
I will respond to the class mailing list, including
your original message in most cases.
- Classes cancelled Oct 14(T).
- Office Hours: 12:00 - 1:00 Mondays, 11:00 - 12:00 Tuesdays
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| Lecture | 9:30 - 10:45 TR, 1221 CS&S |
| Mailing list | compsci525-1-f08@lists.wisc.edu |
| Course URL | http://www.cs.wisc.edu/~cs525-1 |
| Teaching Assistant |
- Chi Man Liu
- Office: 5388 CS
- E-mail: cx at cs.wisc.edu
- Office Hours: Wednesdays at 2-4pm in 5388 CS
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General Course Information
Overview
- Introduction
- Linear Algebra: A Constructive Approach
- The Simplex Method
- Duality
- Large Scale Computation
- Sensitivity Analysis
- Interior Point Methods
- Approximation
- Quadratic Programming and Complementarity Problems
Text
- Linear Programming via MATLAB, Michael C. Ferris,
O. L. Mangasarian and Stephen J. Wright, SIAM, 2007.
See also
this page
for a little more information, and the
supplementary material,
including Matlab codes.
- The following books are on reserve at the Wendt Library
and can give additional background information:
- Introduction to Linear Optimization, D. Bertsimas
and J.N. Tsitsiklis, Athena Scientific Press, 1997.
- Linear Programming, V. Chvatal, Freeman Press, 1980.
- Linear Programming: Foundations and Extensions, (2nd
Ed) R.J. Vanderbei, Kluwer Academic Press, 2001.
Prerequisites
- Math 443 or 320 or 340 or consent of instructor
Handouts from Class
Programming Assignments and Homeworks
Grading
Grades for the class will be available at
Learn@UW.
You will need to log-on, move to the course page, and use the "Grades"
tab at the top of the page.
- Approximately: 40% Homework, 15% Midterm, 35% Final, 10% Project
- 1 Assignment per week approximately.
Most of the assignments will
require the use of MATLAB, which will also be used extensively in the
lectures. Homework assignments will be closed at 11am on the day
they are due.
No homework or project accepted in mailbox of instructor or TA.
Submitting someone else's work as your own is academic misconduct.
Such cheating and plagiarism will be dealt with in accordance with
University procedures
(see the Academic Misconduct Guide for Students)
.
Examinations
Examinations are closed book, with the exception that 1
handwritten sheet (standard size paper) can be brought in to the examination.
Calculators are NOT allowed.
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Midterm Examination: Tuesday, October 21, 2008, 7:15 - 9:15 pm in Chemistry B371.
- Final Examination
Sunday, December 14 at 12:25 pm in XXXX CS.
Copies of previous final examinations can be downloaded:
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Final exam from (Spring 1997)
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Solutions for Q1, Q2, Q3, Q5 on Spring 1997 Final
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Solutions for Q4 on Spring 1997 Final
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Final exam from (Fall 1999)
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Solutions for Q1, Q2, Q3 on Fall 1999 Final
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Solutions for Q4 on Fall 1999 Final
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Final exam from (Fall 2002)
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Solutions for Q1, Q2, Q3 on Fall 2002 Final
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Final exam from (Fall 2004)
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Solutions for Q1, Q2, Q3 on Fall 2004 Final
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Final exam from (Fall 2006)
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Solutions for Q1, Q2, Q4 on Fall 2006 Final
Miscellaneous
This page was updated September 2, 2008.
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