Problems in all areas of mathematics, applied science, engineering, economics, medicine and statistics can be posed as optimization problems. An optimization problem begins with a set of independent variables or parameters, and often includes conditions or restrictions that define acceptable values of the variables. Such restrictions are known as the constraints of the problem. The other essential component of an optimization problem is a single measure of ``goodness'', termed the objective function, which depends in some way on the variables. The solution of an optimization problem is a set of allowed values of the variables for which the objective function assumes its ``optimal'' value. In mathematical terms, this usually involves maximizing or minimizing. Math 171A is primarily concerned with linear programming, which involves the minimization of a linear function subject to linear constraints.
For historical reasons, the subject is often also known as mathematical programming. However, it must be emphasized that mathematical programming has no direct connection with computer programming.
Some homework assignments will require the use of the package Matlab, although no prior knowledge of Matlab is assumed. Matlab enables the student to concentrate on the fundamental ideas of linear programming without becoming distracted by the rigors of mental arithmetic. (``It is unworthy of excellent men to lose hours like slaves in the labour of calculation.'' --- Leibniz.)
Written HW: | 19% | ||
Midterm 1 (Wednesday, February 1): | 18% | ||
Midterm 2 (Wednesday, March 8): | 18% | ||
Final (Wednesday, March 22, 11:30--2:30p): | 45% |
Instructor: | Philip E. Gill |
Instructor's office: | AP&M 5872 |
Instructor's office hours: | Wednesday and Friday 10:30-11:30am, 1:30-2:30pm, or by appointment |
TA: | Yesheng Huang (yeh018@ucsd.edu) |
TA's office: | AP&M 5412 |
TA's office hours: | Thursday 3:30-5:30pm AP&M 5412 |
Section A01: | Monday 5:00-5:50pm, AP&M 7421 |
Section A02: | Monday 6:00-6:50pm, AP&M 7421 |
TA: | Chao Fan (chf004@ucsd.edu) |
TA's office: | AP&M 5412 |
TA's office hours: | Thursday 1:00-3:00pm AP&M 5412 |
Section A03: | Monday 7:00-7:50pm, AP&M 7421 |
Section A04: | Monday 8:00-8:50pm, AP&M 7421 |