Math 4620/5620: Linear and Nonlinear Optimization

Announcements

· The final exam is on Thursday, May 2 at 10:10 am. The exam is comprehensive but there will be some emphasis on the material covered after Test 2. The exam is closed book, closed notes, one sheet of reminders allowed.

· Test 2 is on Tuesday, April 9 at class time. It will include the material covered after Test 1 till Network Simplex (including). The emphasis is on Sensitivity Analysis, Duality Theory, Network Simplex. The test is closed book, closed notes.

· Test 1 is on Thursday, February 22 at class time. The topics are LP modeling, graphical solution of LPs, Simplex method. The test is closed book, closed notes.

Course materials

· Syllabus

· Handouts

· Homework

· AMPL Models

· Practice problem on LP modeling

· Practice problem on Simplex

· Practice problem on Network Simplex (solution in class)

· Practice problems on min cost flow problem Solutions

· Practice problem on sensitivity analysis (solution in class)

· Solved examples on Nonlinear Programming

· Practice problems for the final (solutions in class):

Modeling

Simplex and Sensitivity Analysis

Nonlinear Programming