INF-MAT3370 - Spring 2008 (Linear optimization)

Latest messages:

07.05: The ordinary lectures are finished: next week May 14 you may ask questions and get one or two comments concerning preparation for the exam. Moreover, Wednesday 28 (same time/place) Solveig answers questions. Concerning the syllabus: the details concerning efficient updates of the variables in the network simplex algorithm (from one pivot to the next) were skipped, but you should still know the general procedure for computing x, y and z. Finally, good luck with the exam!

30.04: A special "gift" to all of you: I did not have time to lecture section 7 from the Convexity notes (Fourier-Motzkin elimination), so I will not ask about this at the exam! But, it is recommended reading, maybe it will be your favorite subject in the course!?

21.04: Some minor corrections (updated in the resp. documents): (i) syllabus: section 7.2 is not in the syllabus, (ii) the hint in Ex.1 in notes on convexity: triangle ineq. (not Cauchy-Schwarz), (iii) in lecture notes on sensitivity analysis (p. 23 Eng. and 22 Norw.): the opt. value (eta-star) will change, but the main thing is that x^*_B does not change.

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Course description

Teaching
Time and place - Detailed teaching plan

Examination/form of assessment
Time and place - Examination at the UiO - Info. about compulsory projects/exam - Oblig. 1 - Oblig. 2 - Syllabus - Previous exams

Classes
Classes and teacher

Useful links
Lecture notes - A mini-introduction to convexity - Vanderbei: "Linear programming" - Linear algebra support page - AMPL - OPL-CPLEX: optimization system - Solve LP using CPLEX and MATLAB - Suggestions/Additional exercises

Some interesting LP- links!
What is optimization used for in practice? - The Washington Post: G.B. Dantzig (1914-2005) - The development in LP algorithms (R. Bixby) - Links for optimization, linear algebra etc. (H. Wolkowicz) - LP in the plane (2 variables)

University Library
Library pages for this course (in Norwegian)

Contact us
Administration and teachers