MAT 168 Optimization (Matthias Köppe; Winter 2024)
MAT 168 Optimization (Matthias Köppe; Winter 2024)
This is a quarter-long upper-division undergraduate course on Mathematical Optimization, held in Winter 2024. The videos are lightly edited versions of synchronously held lectures. All notes were written in real time.
The following topics are covered in this course:
- Modeling: Examples of optimization problems.
- Graphical method for solving linear programs with 2 variables
- AMPL: a software for modeling and solving linear programs
- Simplex method: dictionary of simplex method, pivoting, ratio test …
- Convex geometry
- Duality, complementary slackness, dual simplex method
- Phase 1 + 2 methods
- Degeneracy + finite termination; the perturbation method
- Assignment problems, network flows
- Integer Programming modeling – fixed costs, Boolean logic, piecewise linear functions, stable set
Videos and all other materials are copyright 2024 Matthias Köppe and shared as Open Educational Resources subject to the Creative Commons Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0) license.
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Discussion of geometry continues with Carathéodory's theorem and modeling piecewise linear functions with polyhedra.
MATH168L18
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Continuation of modern geometric descriptions of polyhedrons. Included are definitions of convex polyhedron, half spaces, hyperplanes, affine dimension, and some…
MAT168L17
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Introduction to (modern) Polyhedral Geometry. This lecture defines convex sets and polyhedra and proves a few statements about convex sets and polyhedra.
L16MAT168
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Discussion of simplex method with respect to convergence, degeneracy of pivots, pivot rules, and optimality. Improvement of theorems in previous lectures so now we can…
L15MATH168
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Phase 1 of simplex method and examples with pivot tools.
L14MATH168
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High level overview of the simplex method. A proof of correctness for optimality from the simplex method. Introduction to the two phase simplex method.
MATH168L13
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Simplex method computations with a discussion of dictionaries and corresponding solutions.
MATH168L12
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Terminology and notation for the simplex method. Dictionaries, basis, slack variables, basic feasible solutions and the relationship between these. Certification of…
MATH168L11
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Terminology for simplex method is defined in this lecture. This is written is matrix form. Examples are in the following lectures.
MAT168L10
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