Computer Sciences Dept.

CS 525: Linear Programming Methods

Spring 2016 (Also ISyE, Math, Stat)

  • 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
  • 8:50 - 9:40 MWF, 121 Psychology
  • START AT 8:40 from Jan 22 to end of class
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:


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:
  • 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.
Teaching Assistants
  • Deepak Vijay Vijaya Kumar
  • E-mail: dvijayakumar at
  • Office Hours: Thursdays at 4-6pm, Fridays at 2-3pm in 6354 CS
  • Qisi Wang
  • E-mail: at
  • Office: 1308 CS
  • Office Hours: Tuesdays 8:30 - 10:30am, Thursdays at 9-10am in 1308 CS

General Course Information


  • 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


  • 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.


  • 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.


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.


A computing project in MATLAB.


This page was updated February 5, 2016.

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