MATH 4553, Spring 2011 Linear and Nonlinear Programming

Final Exam time and place

Time: May. 6 (Friday), 2011. 2:00-3:50 PM.
Place: LSE 217 (usual class meeting place).
More information about final schedule is here.
Formula sheet for the final exam.

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 3:30-5:30pm or by appointment.
Email: yqwang (AT) math.okstate.edu

Textbook:

Linear programming with Matlab, M.C. Ferris, O.L. Mangasarian and S.J. Wright, MPS-SIAM Series on Optimization, 2007.
Supplementary reading:
- Linear Programming, Foundations and Extensions, R.J. Vanderbei, Springer, 3rd ed., 2008. (Electronic access to full text from OSU library).
- Linear and Nonlinear Programming, D.G. Luenberger and Y. Ye, Springer 2003. (Electronic access to full text from OSU library).

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.

Demos

Graphical optimization

How to change directory under Octave? For example, the script "myprogram.m" file is saved under "C:\Documents and Settings\myusername\My Documents\myprogram.m", you need to change the current working directory under Octave in order to run the script. Type

chdir('C:\Documents and Settings\myusername\My Documents')

Then you can type the filename in Octave to run the script:

myprogram

Example of the Primal Affine Scaling method (PAS).

Newton's method (written in Mathematica).

Example of the Primal-dual Affine method.