Fall 2018, MATH 305:   Introduction to Optimization Theory

Instructor: Thomas Yu, email: yut@drexel.edu , office: Korman 268, office hours: Monday 12:30-2:00p.m., Wednesday 12:30-3:00 p.m or by appointment

Course Info. and Syllabus

TextbookLinear Programming with Matlab, by Michael Ferris, Olvi Mangasarian and Stephen Wright

Matlab Code of textbook: Please download all the code from http://www.siam.org/books/mp07, please download and install Matlab, together with the optimization toolbox, from https://software.drexel.edu

Pre-requisite: Math 201: Linear Algebra, and willingness to learn and use Matlab

Exam Schedule: Midterm: To be announced (in-class). Final: To be announced

Grading policy: 33% HW, 33% midterm, 33% final, 1% participation

Assignments: HW1 (due Wednesday, April 10), HW2 (due Wednesday, April 24), HW3 (due Wednesday May 1), HW4 (due Thursday May 22), HW5 (due Friday May 31 at my mailbox 'Yu' in Korman 241 -- please do NOT slip it under the door of my office)

section on zero-sum Game Theory from Strang's textbook

A note on papers-scissors-rock and the strong duality theorem

Syllabus: Chapter 1-5 of [FMW] and selected topics. (Linear programming, simplex method, duality theory, solution of large linear programs, special applications: network flow, von Neumann game)

Policies:

Lateness and Absence

Midterm and final exams makeups will not be allowed, except for the REAL emergencies. Those should be communicated to (and agreed to by) me ahead of time whenever possible. If not possible it will have to be supported by a solid evidence.

Withdrawing from the course

You may withdraw from the course up to the last day of the sixth week of class. If you do not withdraw by then, you will receive a grade for the course.

Academic Honesty

The university's Academic Honesty policy is in full effect for this course. Please read Section 11: "Academic Honesty" in the Drexel University Student Handbook to make sure you are familiar with this policy.