MATH 21-292: Operations Research

Announcements

Here is the course syllabus.
*******Midterm 1 will be held on Friday February 23 in class*******
Here is a list of topics that you should know for the first midterm. Here is the first midterm from 2016 with solutions
These are videos giving examples of how to show a set is convex and how to set up the Big M method.

Schedule

Week 1: Hillier and Lieberman 3.1-3.4
Week 2: The simplex method. Hillier and Lieberman 4.1-4.4 along with some theory.
Week 3: Mathematical theory of the simplex method, pitfalls of the simplex method, big M method. Hillier and Lieberman 4.5-4.6
Week 4: Two-phase method, postoptimality analysis. Hillier and Lieberman 4.6-4.7
Week 5: The simplex method via matrices. Hillier and Lieberman chapter 5
Week 6: The fundamental insight and midterm 1

Homework

All homework exercises are from Hillier and Lieberman 10th edition unless otherwise noted. If you have a different edition of the book, the exercises may be different! Please check with me or a colleague to make sure you have the correct problems.

Homework 1 (due Friday January 26 in lecture): 3.1-5, 3.1-9, 3.1-13, 3.4-14(a), given a linear optimization problem with 2 decision variables and a non-empty and bounded feasible region use the graphical method to sketch a proof that an optimal solution lies on a corner point.
Homework 2 (due Friday February 2 in lecture): 4.1-6, 4.3-4, 4.3-7, 4.5-8
Homework 3 (due Friday February 9 in lecture): 4.6-2 (a) and (c)-(e), 4.6.5 (a) and (c), 4.6-9 (a)-(c)
Homework 4 (Due Friday February 23 before the exam): 5.3-1, 5.3-2, 5.3-3, 5.3-4, prove that if a linear optimization problem has 2 optimal solutions then it has infinitely many optimal solutions.

Contact Information

Teaching Assistant