MATH 4553, Spring 2009    Linear and Nonlinear Programming

• Final exam: May 8, 2009, 2:00-3:50pm.
• Notice: the class will be cancelled on Apr. 27 & 29. A help session (not mandatory) will be given on May 4, 6:30-8:30pm, at MSCS 422.

• Course description:

  Prerequisites: MATH 2163, MATH 3013. Linear programming, simplex methods, duality, sensitivity analysis, quadratic programming and constrained nonlinear programming. (syllabus)

  See Syllabus Attachment for university-wide rules regarding dropping a course, academic integrity, free tutoring, and office of student disability services.

• Instructor: Yanqiu Wang

  • Office:  441 MATH   (405-744-5698)
  • Office Hour:   MW 4-6pm or by appointment.
  • Email:  yqwang  (AT)   math.okstate.edu

• Textbook:

  • Practical Optimization Methods, With Mathematica Applications
  • Author: M. Asghar Bhatti
  • Publisher: Springer (2000)

• Classroom and time:

  Sec	Classroom	Time
  001	MWF 2:30-3:20pm	LSE 217

• Grading Policy:

  • 6 homework, 20 points each (120pts);
  • Two mid-term Exams, 50 points each (100pts);
  • Final Exam (100pts): comprehensive;
  • The Total is 320 pts: A (>=90%), B (>=80%), C (>=70%), D (>=60%).

• Make-up Policy:

  • Make-ups for exams will only be allowed for an authorized absence under University Regulations. Normally a written note is required. Student should contact the instructor to schedule a make-up by the end of the next working day after the missed exam.
  • There is NO make-up for homework assignments. You sacrifice 5 points per day for each late homework assignment.

Homework

• Homework 1, due 1/28/2009 (postponed to 1/30/2009) (Postponed to 2/4/2009): 1.2, 1.5, 1.10, 1.12, 2.1, 2.3, 2.4, 2.9.
• Homework 2, due 2/11/2009: 3.31, 3.37, 3.41, 3.45, 3.54, 3.56, 3.58, 3.59.
• Homework 3, due 3/4/2009: 4.5, 4.14, 4.34, 4.42, 5.4, 5.9, 5.16, 5.23.
• Homework 4, due 3/25/2009: 6.3, 6.4, 6.14, 6.15, 6.19, 6.33.
• Homework 5, due 4/17/2009: 6.39, 4.107, 7.1, 7.5 (In 7.1, 7.5, assume x1, x2 >=0) Solution to 4.104 and 7.1
• Homework 6 (extra credit, total = 5points), due 5/8/2009: 8.2, 8.3.

Exams

• Midterm Exam 1, 2/13/2009, Solution.
• Midterm Exam 2, 3/30/2009, Solution.

Demos

Links

• You need Adobe Reader to open some of the above links.

• Google results of Mathematica tutorial.
• A video introduction to Mathematica 7 from Wolfram.com.
• NEOS Guide Optimization Tree
• The diet problem in practice, and the History of the Diet Problem.
• Harry Markowitz shared the 1990 Nobel Prize for his work on the portfolio theory.
• Saddle Point on wikipedia.