OR705 Large Scale Linear Programming

OR 705: Large Scale Linear Programming

Syllabus References

Lecture Notes

Lecture 0   |  Lecture 1  |   Lecture 2 |

Lecture 3   |  Lecture 4  |   Lecture 5 |

Lecture 6   |   Lecture 7 |  Lecture 8  |

Lecture 9 |   Lecture 10

Lecture_MATLAB  |  Lecture_CVX_LCoP

Supplemental Material

• Solving real-world linear programs
• A Column Generation Procedure for Gang Rip Saw Arbor Design and Scheduling
• A Column Generation Algorithm for Bus Driver Scheduling Problem
• Decomposition Principles for Linear Programs
• A generic view of Danzig Wolfe decomposition in mixed integer programming
• Airline Crew Scheduling: A New Formulation and Decomposition Algorithm
• Semi-infinite Linear Programming
• Capacity Problem – Infinite Linear Programming
• Parametric LSIP
• Dual Perturbation of LP
• Convex Programming Approach to LP
• Entropic Perturbation
• The Simplex Method for Quadratic Programming
• Linear Fractional Programming
• The computational complexity of LCoP
• The stochastic queue center problem

Homework

Assignment #1 (Due 09/10/20) |  Assignment # 2 (Due 09/22/20) Assignment # 2 – Bender’s Decomposition

Assignment #3 (Due10/08/20)   |  Assignment # 4 (Due 10/29/20)

Project

• Proposal (Due xx/xx/xx)
• Final Report (Last week of classes)  |  Expanded proposal with results obtained!
• Presentation (Last week of classes)

Exams

Course Grade