The second ALP exam will take place on monday 2 june, 10:15--13:15 in my office HG9.30 at TU/e. My office is in the main building on the 9th floor near the south elevator. For a map of the TU/e campus, see here.
There are lecture notes for the first part of the course (in .ps or .pdf format). The entire course is covered by the book `Introduction to Linear Optimization', Bertsimas and Tsitsaklis, Athena Scientific 1997, ISBN 1-886529-19-1.
As we discussed in the first lecture, the exam will be held on monday may 19th and the second try will be on june 2nd, both at 10:15 AM.
The exam will cover the lecture notes and chapters 6---12 from the book. Precisely, it will cover all homework reading and excercises given during the course. See below.
Old exams : tent1 and tent2.
Please do the reading of each week before the lecture, and the excercises before the next lecture.
Last year's reading and homework will be on the site for your reference. A header will precede the section that was not updated yet.
Week 1. Introduction. Slides here. Reading The entire introductory chapter of the lecture notes. Exercises 5 and (7 or 8) of the Introduction.
Week 2. Farkas' Lemma. Slides here.Reading Chapter 1. Exercises 7 and 23 of Chapter 1.
Week 3. Linear Optimization Duality. Slides here. Reading Chapter 2. Exercises 9 and 13 of Chapter 2.
Week 4. Polyhedra and Polytopes. Slides here.Reading Chapter 3. Exercises 13 and 14 of Chapter 3.
Week 5. The Simplex Method. Slides here.Reading Chapter 4. Exercises 1 and 2 of Chapter 4.
Week 6. Integer Linear Optimization. Slides here . Reading Sections 5.1 , 6.1 and 6.2. Exercises 5.6, 5.9, 5.10, 5.11.
Week 7. Network Optimization. Slides here. Reading Section 6.2 of syllabus, sections 7.1-7.5 of book. Exercises 6.1 and 6.5, 6.7 of syllabus, 7.9 of book.
Week 8. No Lecture.
Week 9. The Ellipsoid Method. No slides. Reading Chapter 8 of the book. Exercises 8.4 and 8.6.
Week 10. Large Scale Optimization. No slides. Reading Section 6.1, 6.2, 6.3, 6.4. Exercises 6.1, 6.4.
Week 11. Integer Programming Methods. No slides. Reading Section 11.1, 11.2, 11.4. Exercises 11.1, 11.12.
Week 12. Applications. No slides. Reading Section 12.5. No exercises.