Robert J. Vanderbei, Linear programming foundations and extensions

, ISBN-13: 978-1-4614-7629-0.

We will cover one **additional topic** not on the department syllabus:

Integer linear optimization.

#### Grading

**10% Class participation*, including in-class quizzes**

20% Homework (including proof, modeling, programming exercises)

30% Midterm exams

40% Final exam

There will be two midterm exams. The lower grade of the two midterms

will be dropped.

Homework will be announced on SmartSite. No late homework will be

accepted, unless there is a documented emergency. The lowest score of the homework series will be dropped.

* Lectures will be interactive. I will ask questions on material from previous lectures and the required reading, and general questions that require to actively follow the current class.

Homework and announcements will appear on

SmartSite.

**Auditors: If you would like to audit this class, send me your UC Davis id, and I can add you to SmartSite.**

#### Exam Dates

Midterm 1 (in class): **Friday, April 24**

Midterm 2 (in class): **Friday, May 15**

Final exam: as announced on MyUCDavis

#### Modeling/Computational Homework Execrcises

Homework will include proof exercises, modeling/computational

exercises and programming exercises.

If you don't have an account on the department computers, you need to get a class

We will be using the ZIB Optimization Suite (SCIP, SoPlex, ZIMPL) in class.

Please read the ZIMPL (optimization modeling language) documentation at:

A version of the software is installed on the departmental computers in the directory ~mkoeppe/public/258b

Type

~mkoeppe/public/168/scip

to start the SCIP shell.

You can read ZIMPL models by typing

read MODELFILE.zpl

Use the interactive documentation of SCIP by typing

help

to learn about SCIP.

Please follow the examples in the ZIMPL documentation using SCIP.

You can also install SCIP on another computer. The download page (source and precompiled binaries) is here: http://scip.zib.de/#downloadPrecompiled versions for Windows and Linux are available. I don't know whether Mac OS X is supported, but you can try compiling the source code.

#### Programming Exercises

There will also be programming exercises as part of the homework. They can be completed in a high-level programming

language of your choice.