EE236A - Linear Programming (Fall Quarter 2013-14)

Lectures notes

  1. Introduction

  2. Piecewise-linear optimization

  3. Polyhedra

  4. Convexity

  5. Alternatives

  6. Duality

  7. Duality, part 2

  8. Linear-fractional optimization

  9. Structural optimization

  10. Filter design

  11. Control applications

  12. Simplex method

  13. The central path

  14. Barrier method

  15. Primal-dual interior-point method

  16. Self-dual formulations

  17. Network flow optimization

  18. Integer linear programming

Homework assignments

Numbered exercises refer to the collection of EE236A Exercises (pdf). The MATLAB files required by some of these exercises are ex7data.m, ex13data.m, ex14data.m, ex15data.m, ex20data.m, ex30data.m.

Homework is due at 5PM on the due date. It can be submitted in the lectures or in the submission box in the TA meeting room (67-112 in Engineering 4). Late homework will not be accepted.

Homework solutions and grades are posted on the EEweb course website. (Follow the links to “Assignments” or “Grades”.)

Course information

Lectures: Kinsey 1200B. Tue & Thu 10:00-11:50A.

Course material: The lecture notes are available from this website and are intended to be self-contained. The following books are useful as reference texts. (The links to on-line versions work on the UCLA campus.)

Course requirements

Grading. Approximate weights: homework 30%, final exam 70%.

Prerequisites. Basic linear algebra (vectors, matrices, linear equations). The essential topics will be reviewed in the first lectures.

Software