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CS 525: Linear Programming Methods
Spring 2016 (Also ISyE, Math, Stat)
| Instructor |
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Michael C. Ferris
- Office: 4381 CS&S
- Telephone: 262-4281
- E-mail: I will not respond to questions about class material via
email. We will use Piazza for this.
- Classes cancelled Feb 19(F), Feb 22(M), Feb 24(W), Feb 26(F), Mar 30(W), Apr 6(W).
- Office Hours: 11:00 - 12:00 Mondays, 10:00 - 11:00 Wednesdays
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| Lecture |
- 8:50 - 9:40 MWF, 121 Psychology
- START AT 8:40 from Jan 22 to end of class
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| Piazza: questions and answers |
Getting Started
Piazza is an online tool for asking and answering questions. Piazza is available to you anywhere you have access to the internet. It is delivered and supported by a company called Piazza. Their home page is:
http://www.piazza.com
Registration
Logging In to Piazza
Once you're logged in, you can stay logged in on that computer. You will need to relogin if you check Piazza from another computer.
- Go to:
http://www.piazza.com/wisc/spring2016/csisyestatmath525/home
- Click "Login to Piazza"
Note: Your username is the email address you gave during registration and your password is what you entered during registration.
- Or: login to
Learn@UW,
open the Communication drop-down menu, and select the Piazza Q&A item.
The first time you do this you may have to use the name csisyestatmath525 to
connect to the right class page.
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| Teaching Assistants |
- Deepak Vijay Vijaya Kumar
- E-mail: dvijayakumar at wisc.edu
- Office Hours: Thursdays at 4-6pm, Fridays at 2-3pm in 6354 CS
- Qisi Wang
- E-mail: qisi.wang at wisc.edu
- Office: 1308 CS
- Office Hours: Tuesdays 8:30 - 10:30am, Thursdays at 9-10am in 1308 CS
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General Course Information
Overview
- Introduction
- Linear Algebra: A Constructive Approach
- The Simplex Method
- Duality
- Convexity and polyhedral sets
- Large Scale Computation
- Sensitivity Analysis
- 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.
Student memberships of SIAM can be obtained
here in
which case the text can be purchased at the discount SIAM member
rate.
The University of Wisconsin has a subscription to the e-books
program and authorized users can access the text
here.
- 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
Programming Assignments and Homeworks
- You may discuss the assignments with your classmates. However, you may not
share any code, copy solution from another person, or carry out an assignment
together. Discussion should only involve verbal communication.
All assignments need to be written up entirely separately.
- Handing in homeworks -
most homeworks will be handed in either in person (or using the DropBox facility of
Learn@UW).
Further details will be provided when the assignments are passed out.
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)
.
- Grading: We will only mark a randomly selected subset of the questions handed in and the mark on this subset will be your mark for the assignment.
At most twice during the semester, and within 24 hours of getting the graded homework assigment back, you can resubmit (under my office door) the complete homework and have it graded in its entirety.
However, if the overall mark is within 10% of the original mark assigned, you will receive the lower of these two marks as your assignment score. If the overall mark is more than 10% different then you will get the higher of the two marks.
Examinations
Examinations are closed book, with the exception that 1
handwritten sheet (standard size paper) can be brought in to the examination.
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Midterm Examination: Monday, March 14, 2016, 7:15 - 9:15 pm in Chamberlin 2103.
- Final Examination
Sunday, May 8 at 12:25 - 2:25 pm in XXXX.
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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Solution for Q4 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, Q3, and Q4 on Fall 2006 Final
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Final exam from (Fall 2007)
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Solutions for Fall 2007 Final
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Final exam from (Spring 2010)
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Solutions for Spring 2010 Final
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Final exam from (Spring 2012)
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Solutions for Spring 2012 Final
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Final exam from (Spring 2013)
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Solutions for Spring 2013 Final
A computing project in MATLAB.
Miscellaneous
This page was updated February 5, 2016.
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