C&O 350 - Linear Programming (WINTER SEMESTER 1995)

Information related to the teaching activities of Professor Henry Wolkowicz is available. The material is related to the course taught in the WINTER SEMESTER 1995 (with Prof. Adrian Lewis). The course handout is available.

Assignments, Midterm, and Solutions

Following are assignments, the midterm, and solution files.

For solutions: choose the appropriate file, e.g. sol1p395.gz refers to solution for problem 3 on assignment 1. Or, a2q1a.m.gz is the matlab file for assignment 2, question 1. You can run the matlab files automatically if you have lpmovie in your home directory. The file lpmovie.tar.Z contains all the files you need to run the solution matlab files. This file is available in the same directory as the solution files. The file sol1p395.m.gz automoatically runs the matlab program to solve problem 3 in assignment 1. The directory sol295 contains solutions for assignment 2. The directory sol395 contains solutions for assignment 3.
Due to popular demand, the assignment solutions have been made unavailable. :-)

Course Notes

A directory of latex and dvi files and pointers contains course notes, assignments and solutions, and lots more. (Thanks go to Prof. Murty for most of the class notes.)

An Operations Research home page with LOTS of useful information, e.g. jobs, FAQs, addresses, ...;
history and FAQ (frequently asked questions) for linear programming;
Notes from Joseph Cheriyan on: dictionaries, pivots, 2-phase simplex, sensitivity analysis, Gomory's cutting plane method
matrix formulae (and exercises) for the revised simplex method;
Sensible Rules for Remembering Duals - the S-O-B Method;
solutions for the midterm exam, fall/94;
example of the revised simplex method;
practice problems and outline for the final exam.
a short description of the affine scaling (interior point) algorithm for solving LPs.
notes on primal-dual interior-point algorithms for solving LPs.
WWW Undergraduate Page at SIAM provides a forum for undergraduate mathematics.

Matlab Programs

A directory of matlab files contains matlab programs for assignment solutions as well as miscellaneous examples. These files are solved using the simplex method. A matlab program with the simplex method is also available.

To use these files, make sure that the files simplex.m and reg.m are in your directory. If the files use lpmovie, then you need the appropriate files in your directory. Copy and uncompress the file you are interested in. Then enter matlab to start matlab. Then run the file you are interested in. Matlab is automatically started for you if you click on a .m file.

Some of the available files:

Algorithms (MATLAB)

The simplex method solves a minimization LP with general equality and inequality constraints;
The affine scaling (interior point) solves a minimization LP with equality constraints;

Linear Programming Examples (MATLAB)

An example that cycles is included;