Welcome to Linear Optimization!

Welcome to MAT-INF3100 Linear optimization spring 2016! The teaching language is English if there are students asking for it.

You will learn about linear optimization (also called linear programming, LP) and the simplex algorithm; this is one of the most used algorithms in the world! LP is very useful in many areas, for instance in mathematical (and computational) finance, transportation analysis/planning, scheduling etc. You will also gain insight into applications and the theory of polyhedra (geometrical objects, examples include triangles, pyramids, cubes ...). If you like linear algebra and matrices, there is a good chance that you'll like this course as well! By the way, the book we use (Vanderbei, Linear Programming) may be read for free online, or you may buy a copy at Akademika. There are also some lecture notes on convexity and Lagrange duality (on webpage).

The lectures (Wednesday) are given by Kenneth H. Karlsen [kennethk[at]math.uio.no]. Responsible for the class (Tuesday) , which will take the form of "plenary exercises sessions», is Torkel Haufmann [torkelah[at]math.uio.no].  For some exercises/projects we (i.e., you) will use the optimization program OPL-CPLEX and Matlab (or some other language you prefer). An introduction to OPL-CPLEX is given.

There are two mandatory assignments, with deadlines Thursday February 18 and Thursday April 14.

The course starts in week 3, with the first lecture on Wednesday Jan 20. The first class is on Tuesday Jan 26.