M510 Linear Programming
ENGR 510 Linear Programming (Cont. Ed.
Distance)
Fall 2008
Welcome to the M510 course website. (Note that this course is also cross listed as ENGR 510. This semester it is being taught by the Math Department.) This course serves as a first course in Optimization and will cover
This course focuses primarily on Linear Optimization. The first course in Nonlinear Optimization is M520.
Prerequisites: M261. Basic knowledge of linear algebra also expected. Previous programming experience will also be helpful.
Required Text: Linear Programming, Foundations and Extensions, Third Ed., Robert Vanderbei.
Suggested
Required Software: Matlab with Optimization Toolbox. For on-campus students all the required software will be available in Weber 205/206. Off campus students must purchase a Matlab license as well as a license for the Optimization Toolbox from Mathworks. (Exceptions: The textbook has C programs that can be used in place of Matlab but these will not be covered in class and are used at your own risk. Additionally, other linear programming software such as LINDO may be used at your own risk. Only questions concerning MATLAB and its Optimization Toolbox are supported in this class and it is strongly recommended that unless you have strong programming skills you work only with Matlab.)
Instructor: Professor Michael Kirby, Kirby@math, Weber 211.
Office Hours: M, W
Homework will be assigned weekly and is due on
Wednesdays. Each day late will result in
a 10% deduction unless a CSU sanctioned event or health issues interfere. Homework not handed in by
The last two weeks of the course will be dedicated to a final project. This project is an integral part of the course and will provide students with an opportunity explore a particular application in more depth. We will meet in the Computer Lab 205 for each class period and students will work in groups on a problem of their choosing that has been approved for breadth and depth by the instructor. Distance students will also be required to complete a final project and will receive feedback via email over the project period.
The final grade will be determined the evaluation of
You may collaborate with other students in this class on homework assignments and are even encouraged to do so as this can be an excellent way to learn. However, if you choose to collaborate the following rules apply: You must write-up your solutions on your own and identify who you collaborated with. Copying of solutions is not allowed. So, basically, talking about assignments, and even working as a team is OK, but understand the material yourself as evidenced by your independent write-up. If you do not identify your collaborators it will be assumed that your work was completed by yourself.
You may use LaTeX,
the mathematical text processing language, to write-up your final project.
Sample Latex Report
To create your report edit the file sample.tex and modify the text. Equations appear as
\begin{equation}
\label{myfirstequation}
y= \int_{-infty}^\infty f(x)
\end{equation}
and can be referenced in the text as “see my pretty Equation
(\ref{myfirstequation}).
latex sample (creates sample.dvi)
dvips sample (creates sample.ps)
Now use ghostview to view your ps file. You can also create pdf files using winedt.
To create a bibliography you need a file like
myreferences.bib with your references in it. These must be typed in
a special format. Then you must compile as
bibtex sample
and repeat 3 times (no magic words necessary).
Now dvips as above.
All the code for this is available on the math machines. You may (but are not
required to) download software for tex from http://www.miktex.org/. An
excellent (optional) editor may be found at http://www.winedt.com/. If
you load this at home you will also need either acrobat reader (for pdf
files) http://www.adobe.com/products/acrobat/alternate.html or ghostview
(for ps files) http://www.gnu.org/software/ghostview/ghostview.html.
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