CS 525: Linear Programming - Fall 2003
(also IE 525, Math 525, Stat 525)
Schedule
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
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
Overview
- 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
Text
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.
References
(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.
Prerequisites
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.
Examinations
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:
Grading
- 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.
Handouts
- 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.
Miscellaneous
·
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.