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The ordinary lectures are finished: next week May 14 you may ask questions and get one or two comments concerning preparation for the exam. Moreover, Wednesday 28 (same time/place) Solveig answers questions. Concerning the syllabus: the details concerning efficient updates of the variables in the network simplex algorithm (from one pivot to the next) were skipped, but you should still know the general procedure for computing x, y and z. Finally, good luck with the exam!
A special "gift" to all of you: I did not have time to lecture section 7 from the Convexity notes (Fourier-Motzkin elimination), so I will not ask about this at the exam! But, it is recommended reading, maybe it will be your favorite subject in the course!?
Some minor corrections (updated in the resp. documents): (i) syllabus: section 7.2 is not in the syllabus, (ii) the hint in Ex.1 in notes on convexity: triangle ineq. (not Cauchy-Schwarz), (iii) in lecture notes on sensitivity analysis (p. 23 Eng. and 22 Norw.): the opt. value (eta-star) will change, but the main thing is that x^*_B does not change.
The notes "A mini-introduction to convexity" has now been slightly extended with a discussion of extreme points, see Proposition 7. Hope you enjoy it!
Today I will lecture sensitivity analysis (V 7.1) and game theory (V 11.1-11.3). The syllabus is now slightly modified (it includes a bit of game theory).
Compulsory Project 2 is now available (see link): finish by April 20 and send it to Solveig!
Easter holidays next week: so no lecture/class. But you can still work on LP on your own!! And enjoy the holidays! ALSO: the class Monday April 14 will be moved to Thursday April 17, 8-10 (note the time) in the computer room C207 in VB.
You may now get back your comp. project 1, with comments, from Solveig (Bruvoll, room B1026; near lecture room): this week she is in office March 13 and 14 (otherwise contact her by email or meet her in class).
The midway evaluation: thanks for your comments! It seems that most of you find lectures/classes OK/fine. Some asked for lecture notes in advance: I'll do that from now on. But, still, I recommend people to go to the lectures: useful things may be explained etc. which is not found in the lecture notes. Also some of you asked for further exercises, both analytical and with OPL-CPLEX training. So, for this purpose, I have written a short note called "Suggestion/Additional exercises" which is now on the course page: hopefully it may be useful.
Some hints to Compulsory Project 1 have now been added in its text.
Note (see lecture plan): no lecture Febr. 20, but you may meet and work on some exercises, discuss the theory or the compulsory project!
NOTE: Compulsory Project 1 ("Make a lot of money"-project) is now ready: just do it and finish by March 6 !
During the lecture Febr. 6, we also worked with some additional exercises, and these will be completed Febr. 13.
Welcome to this course, it starts Jan. 23! Here you will learn about linear optimization (also called linear programming) and the simplex algorithm; this is perhaps the most used algorithm in the world! You will also gain insight into applications and the theory of polyhedra (geometrical objects, examples include triangles, pyramids, cubes ...).