MATH 4553, Spring 2014 Linear and Nonlinear Programming

Final Exam time and place

Time: May. 9 (Friday), 2014. 2:00-3:50 PM.
Place: MSCS 445 (usual class meeting place).
More information about final schedule is here.
There will be extra office hours on May. 7 and May 8, 2-4pm.

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: MWF 1:30-2:30pm 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	MSCS 445

Grading Policy:

5 homework, 20 points each (120pts);
Two mid-term Exams, 50 points each (100pts);
Final Exam (100pts): comprehensive;
The Total is 300 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

Cycling and using the smallest-subscript rule

Barrier function: Example 1, Example 2, Example 3,