6.251/15.081 Introduction to Mathematical Programming
Fall 2018
Professor: Patrick Jaillet
TAs: Konstantina Mellou, Nuri Denizcan Vanli
Lecture:
TR1-2.30
(32-155)
Recitation: F10-11
(36-156)
and: F12-1
(4-231)
Information:
This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization, network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real-world problems problems with computer software, discrete optimization formulations and algorithms.
Course description and updated syllabus
Announcements
Final sample and reminder
Hi all,I have posted a sample final exam from 2008, together with the solutions. This may be useful for some of you. But note that I wasn't the instructor that year. Also a reminder that the final exam is on Dec. 21 from 1:30pm to 4:30pm in our regular classroom, 32-155. Rules are exactly like for the midterm (bring only pen and eraser), but you are allowed 2 (instead of 1) double-sided handwritten cheatsheets. The exam covers all material from the class except SDP (refer to the slides from Lecture 25). Best,
--pj
Announced on 13 December 2018 10:47 p.m. by Patrick Jaillet
Recitations 6&8
Hello all,There is no pdf file uploaded for Recitation 6, since we went over a sample midterm exam in the recitation, which you already have access to. In Recitation 8, we reviewed the network simplex algorithm for uncapacitated problems and extended our discussions to capacitated problems. Please refer to pages 284-291 of the textbook for this recitation.
Best,
Denizcan
Announced on 07 December 2018 2:29 p.m. by Nuri Denizcan Vanli
Review Recitation
Hi everyone,This week's recitation will be a review session. If you have some parts of the material you would like to see covered, you can suggest them on Piazza or by email today or tomorrow (until early afternoon), so that the session is planned accordingly to make it more helpful.
Best,
Konstantina
Announced on 04 December 2018 12:45 p.m. by Konstantina Mellou
Homework 8
Hi everyone,Homework 8 has been posted and it is due in class next Thursday, December 6th. There is also a Julia code file provided under the Homework section, which will be necessary for two of the problems.
Best,
Konstantina
Announced on 29 November 2018 2:50 p.m. by Konstantina Mellou
Homework 7
Hi everyone,HW7 has been posted and it is due on November 29th.
Best,
Konstantina
Announced on 15 November 2018 7:43 p.m. by Konstantina Mellou
