Linear Programming, MATH 3355

Department of Mathematics

University of Texas-Pan American

Instructor Information

Instructor: Dr. Maria Cristina Villalobos


Office: MAGC 3.718


Office Hours: MWF 11am-12pm; Th 2:30-3:30 in MAGC 3.530; or by appointment. Please email me if you wish to make an appointment.


Email: mcvilla@utpa.edu

Class Information

Lecture: MWF 12:45-1:35pm in MAGC 2.206


Text: Linear Programming with Matlab, Preliminary Version by M. Ferris, O.L.Mangasarian, S. J. Wright; text can be obtain via the UTPA bookstore. The text relies on several MATLAB functions (.m files) and .mat files which you can obtain as a zip file. If working on campus computer labs, it is recommended that you unzip the files and store them in your flash drive; then copy the files to the Desktop in Windows and change Matlab's directory path to Desktop for Matlab to access the files.



MATLAB Information: The MATLAB Primer (pdf file) will be useful if you have no prior experience with MATLAB. There are various online tutorials which provide brief introductions (suitable for the class) to MATLAB. Here are links to other online MATLAB tutorials.

• A Practical Introduction to MATLAB by M. Gockenbach, website or pdf file
• MATLAB on Athena
• 3-day MATLAB tutorial
• A list of MATLAB tutorials

In addition, students can purchase MATLAB online through MathWorks or check the UTPA bookstore to determine if it carries MATLAB.

Course Policies

Prerequisites: Computer programming experience and MATH 2345 (Linear Algebra) or consent of instructor

Content: Topics include basic theory of linear programming, the simplex method, interior-point methods, and applications of linear programming

Homework: Approximately one HW assignment per week. Most of the assignments require the use of MATLAB, which will also be used extensively in lectures. Some assignments will be administered through the online homework system, WeBWorK while others will be written up and submitted in class at the beginning of class. Any late assignments will count 50% of the grade.


Project: A project titled "Breast Cancer Diagnosis" is made available through the coauthors of the class textbook at the University of Wisconsin, Madison. The project solves the breast cancer diagnosis linear program and makes use of the following files: wdbc.data , wdbc.names , and the Matlab m-file wdbcData.m . The linear program is modeled using the GAMS modeling language and is included in the file cancerdiag.txt ; change the extension of the file to .gms for GAMS to recognize the file; the GAMS file is uploaded to the NEOS Server and solved using the software MOSEK.


Grading:

• 20% Homework
• 20% Project
• 40% Exams (2)
• 20% Final

Optimization Links

• SIAM
• Mathematical Programming
• Optimization Online
• Optimization Technology Center

Student Resources in Mathematics

• Thinking of a Career in Applied Mathematics?
• Summer Mathematics Programs
• Scholarships for Undergraduates
• Fellowships for Graduate School

Contact information

• E-mail: mcvilla@utpa.edu
• Phone: (956) 381-2123 (voice)
• Fax: (956) 384-5091 (fax)
• Address:
  Department of Mathematics
  University of Texas-Pan American
  1201 W. University Drive
  Edinburg, TX 78539-2999