Math 4620/5620: Linear and nonlinear optimization




      · The final exam is on Monday, April 25 at 4:40 pm. 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 Friday, March 25 at class time. It will include the material covered after Test 1 till Network Models (not including). The test is closed book, closed notes.


·     Test 1 is on Friday, February 12 at class time. The test will include the material covered up to the “Abstract view of Simplex” (not including) in handouts. 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 problems for test 1 Page1 Page2  Page3  Page4  Solutions

·   Practice problems on duality and sensitivity analysis Page1 Page2  Page3 Solutions

·  Practice problem on Network Simplex (solutions in class)

·  Practice problems on min cost flow problem   Solutions

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

· Practice Problems on Nonlinear Programming

Useful links

·       Bland's anti-cycling rule

·       Applications to radiation therapy (slides 32 to 51)

·       Unimodular and totally unimodular matrices

·       Min Cost Flow Problem on Youtube

·        Maximum Flow Problem

·        An application of Maximum Flow Problem - Baseball Elimination Problem

·       Mathematical contest in modeling