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CS 525: Linear Programming Methods –Spring 2007
(also IE 525, Math 525, Stat 525)

Schedule

  Lecture:    9:30-10:45 TR, Room 1221, CS&S Building, 1210 W Dayton.

  

  Email to Instructor and TAs

  URL for list of files relevant to course: http://www.cs.wisc.edu/~cs525-1 



Archive of Class Mailing List(not yet established)

Instructor: Robert Meyer

  Office:       4387 CS&S

  Office Hours: tentatively TWR 2:00-3:00 (may change on basis of class preference)

Teaching Assistants:

John Bowman and Kelly Sorensen

Office hour: tbd, and by appointment

Kelly Sorensen kjs@cs.wisc.edu

  Office:                4388 CS (but I'm very rarely there!)

  Office Hours Location: Until further notice, TA office hours will be held in 1350 CS

  Office Hours Day/Time: tbd

Students (link to photo page under construction : photos)

General Course Information

Prerequisites

Math 443 or 320 or 340 or consent of instructor

Overview

Introduction
Linear Algebra Background
The Simplex Method
Duality
Revised Simplex Method
Interior Point Methods
Sensitivity Analysis
Approximation Problems
The Linear Complementarity Problem
Quadratic Programming

Text

Linear Programming via MATLAB, Course Notes available for CS 525 from DoIT.

MATLAB

We use MATLAB extensively in this course. This MATLAB Primer (postscript file, 40pp. approx) will be useful if you have no prior experience with MATLAB.

Getting Started in MATLAB: A description of how to set up MATLAB in the CS unix environment for this course.

Here is a zip file and a tar.gz file with most of the contents of the directory ~cs525-2/public, including the m-files of routines referred to in the notes and .mat files containing data for many of the problems.. This may be useful to those of you who wish to run the homeworks and examples on your own Windows PC with Matlab, instead of on the CS Unix environment.

Important Dates

Mid-semester: Midterm exam March 15 (tentative date) (held in class, open book)
Last Class, Thursday May 10: Class Project Due
MONDAY, MAY 14 , 07:25-9:25PM: Final Exam (this is the university-assigned slot and cannot be changed)

Grading

Approximately: 30% Homework, 20% Midterm, 35% Final, 15% Project
Approximately seven homework assignments. Most of the assignments will require the use of MATLAB, which will also be used extensively in the lectures.

Homework is due at the beginning of class. Homework will be collected soon after 9:30. A 25% late penalty will then apply until the end of class, a 50% late penalty will apply for the following 24-hour period, and a 100% late penalty will apply after that. All homework assignments will be equally weighted, and the lowest homework grade will be deleted.
No homeworks will be accepted by TAs, either in the TA mailbox or in person.
No homework or project is accepted in mailbox of instructor.

Class Project

Breast cancer diagnosis via linear programming. Due in Last Class meeting. (15% bonus for complete submissions at least 1 week before due date.)

To enable calling of cplex from your Matlab programs, you need to add the following line to the .cshrc.local file in your root directory:

setenv CPLEXLICENSE /s/cplex-6.6/cplexlicfile

Then logout and login again.

Online Handouts

Interpretation of the dual linear program: An Example.
Comparison of primal, dual, and interior point methods on radiation treatment problems
pdip.m: primal-dual interior-point code.
An exercise to test your knowledge of Section 6.1.
Phase I problem for parametrized right-hand side, to determine a value of parameter t for which the problem with right-hand side b+th is feasible.

Miscellaneous

NEOS Guide: Simplex Tool
Archive of Class Mailing List
Computer Systems Laboratory documentation

Introduction to UNIX at UW
Introduction to MATLAB by Mark Gockenbach.
Getting Started in MATLAB for this course
Optimization at UW, including Courses related to 525.

· References

V. Chvatal, Linear Programming, Freeman, New York, 1983.
G. B. Dantzig, Linear Programming with Extensions, Princeton University Press, Princeton, 1963.
S. J. Wright, Primal-Dual Interior-Point Methods, SIAM, 1997.
J. M. Ortega, Numerical Analysis: A Second Course, SIAM Classics in Applied Mathematics 3, SIAM, Philadelphia, 1990.
K. G. Murty, Linear Programming, Wiley, New York, 1983.
H. Karloff, Linear Programming, Birkhauser, Boston, 1991.
R. Saigal, Linear Programming, Kluwer, 1995.
M. N. Thapa and G. B. Dantzig, Linear Programming I: Introduction, Springer, 1997.

Examinations

The midterm is open book. Calculators, computers, and cellphones are NOT allowed.

The final exam is open book. Calculators and computers are NOT allowed.

Here are some previous midterm examinations:

Spring 1997: Part 1, Part 2 (done over two consecutive 50-min classes). MATLAB solution.
Spring 1998: Exam. MATLAB solution.
Fall 1998: Exam. MATLAB solution.
Spring 1999: Exam. MATLAB solution.
Fall 1999: Part 1, Part 2 . MATLAB solution.
Spring 2000: Exam. MATLAB solution.
Spring 2001: Part 1, Part 2 . MATLAB solution.
Spring 2002: pdf and Solution.
Spring 2003: pdf and Solution
Spring 2004: pdf and Solution and grading scheme. (average: 86/100; median 89/100)
Spring 2005: Part I and Part II, and the Solution. (average: 80.4; median: 86.5)

Here are some previous final examinations:

Final Exam Solution Sketches (2005)

Page 1 (problems 1 & 2)
Page 2 (problems 3 & 4)
Page 3 (problem 5)
Page 4 (problem 6)

Computer Sciences Department
College of Letters and Science
University of Wisconsin - Madison

INFORMATION ~ PEOPLE ~ GRADS ~ UNDERGRADS ~ RESEARCH ~ RESOURCES

5355a Computer Sciences and Statistics ~ 1210 West Dayton Street, Madison, WI 53706
cs@cs.wisc.edu ~ voice: 608-262-1204 ~ fax: 608-262-9777

CS 525: Linear Programming Methods –Spring 2007 (also IE 525, Math 525, Stat 525)