CS 525: Linear Programming - Fall 2003
(also IE 525, Math 525, Stat 525)


  Lecture:     2:30-3:45 Tuesday and Thursday, 121 Psychology.
  Class Mailing List: cs525-2list@cs.wisc.edu 
  Archive of Class Mailing List
  Email for Instructor and TAs: cs525-2@cs.wisc.edu
  Course URL: http://www.cs.wisc.edu/~cs525-2 

Instructor: Stephen Wright

  Office:       6363 CS&S
  Telephone:    262-4838
  Office Hours: 10:45 - 11:45 Mondays, 4:00 - 5:00 Wednesdays 

(If my answer is of potential interest to your classmates, I will copy the class mailing list when I reply to your message.)

Teaching Assistants:

Kelly Sorensen

  Office:       1345 CS&S
  E-mail:       kjs@cs.wisc.edu
  Office Hours: Monday 10:00-11:00, Tuesday 11:00-12:00

Hong Hong Chang

  Office:       1302 CS&S
  E-mail:       hchang@cs.wisc.edu
  Office Hours: Thursday 12:30-1:30

General Course Information


  • Introduction
  • Linear Algebra: A Constructive Approach
  • The Simplex Method
  • Duality
  • Geometry
  • Revised Simplex Method
  • Interior Point Methods
  • Sensitivity Analysis
  • Approximation Problems
  • The Linear Complementarity Problem


Linear Programming via MATLAB, Course Notes available as Handout 1 for CS 525 from DoIT.

Here are some corrected pages from Chapter 5.

Here is a zip file with most of the contents of ~cs525-2/public. 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.


(First 5 on reserve at Kurt Wendt library.)

  • 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.


Math 443 or 320 or 340 or consent of instructor

Important Dates

  • January 21: First class
  • March 25: Midterm 7:15p-9:15p, Room 1221, Computer Science and Statistics Building, 1210 West Dayton Street.
  • March 18, March 20: No classes (Spring Break)
  • Thursday, May 8: Last Class. Class Project Due
  • Monday, May 12, 10:05a-12:05a: Final Exam: Psychology 121.


Midterm examination is closed book, except that 1 handwritten sheet (standard size paper, written on one side) can be brought in to the examination. Calculators and computers are NOT allowed.

Here are some previous midterm examinations:

Spring 2002 Midterm: ( postscript, pdf) and Solution.

Spring 2003 Midterm: pdf and Solution and Grading Scheme. The average score was 87.

Here are some previous final examinations:


  • Approximately: 35% Homework, 20% Midterm, 35% Final, 10% Project
  • Approximately one assignment per week. 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. No homework or project accepted once instructor leaves lecture room on due date.
    • No homeworks will be accepted by TAs, in mailbox or in person.
    • No homework or project is accepted in mailbox of instructor.


  • pdip.m: primal-dual interior-point code.

Handouts from DoIT:

525 Handout 1. Class text, Linear Programming via MATLAB, available from DoIT.

525 Handout 2. The MATLAB PRIMER (Third Edition). This is also available as a handout from DoIT. You can buy the Sixth Edition of this book from the University Bookstore.

Programming Assignments and Homeworks

·         Homework 1: pdf, (due January 30)

·         Homework 2: pdf, (due February 6)

·         Homework 3: pdf, (due February 13)

·         Homework 4: pdf, (due February 20)

·         Homework 5: pdf, (due February 27)

·         Homework 6: pdf, (due March 6)

·         Homework 7: pdf, (due March 13)

·         Homework 8: pdf, (due April 3)

·         Homework 9: pdf, (due April 10)

·         Homework 10: pdf, (due April 17)

·         Homework 11: pdf, (due April 24)

·         Homework 12: pdf, (for practice only; do not submit). Solution

·         Homework 13: pdf, (due May 8)

Class Project.

Breast cancer diagnosis via linear programming. Due in Class on May 8, 2003

·         Project: ps, pdf.

·         wdbc.data

·         wdbc.names

·         wdbcData.m

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.


·         NEOS Guide: Simplex Tool

·         Archive of Class Mailing List

·         Computer Systems Laboratory documentation

o        Computer Systems Laboratory FAQ

o        Unix Orientation Sessions

o        Instructional Facilities

o        Account Activation

o        Instructional Account Policies

o        Forwarding Email

·         Introduction to UNIX at UW

·         Introduction to MATLAB Getting Started in MATLAB for this course

·         Optimization at UW, including Courses related to 525.

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


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