640:354 - Linear Optimization

Rutgers University, Fall 2015

Anders Buch (asbuch at math dot rutgers period edu)

TF3, Tuesday and Friday 12:00 - 1:20 PM in ARC-107 (Busch)

Course web site:



Kolman and Beck, Elementary Linear Programming with Applications (2nd ed.)

Notes about Branch and Bound algorithm


Chapters 1-4 in Kolman and Beck, except the Revised Simplex Method (3.5), Computer Aspects (3.7 and 4.4), and the Big M Method (pages 147-150).

Formula sheet:

The following formula sheet will be available during the final exam. It will be given to you, do not bring it yourself. The information may be useful to reinforce your memory, but it may not tell you everything you need to know.

Office Hours:

Thursday 3-4 PM and Friday 1:30-2:30 PM in Hill 234.


Midterm 1, Tuesday October 6 in class, 22% (solutions, grades)
Midterm 2, Tuesday November 10 in class, 22% (solutions, grades)
Final Exam, Monday December 21, 8-11 AM in ARC-107, 44%
Weekly Homeworks, 12% total.


Many people have asked what happened in the first class. Here are my class notes.

Homework Policy:

1) Late homework is not accepted.

2) It is fine to discuss the problems with others, but writeups must be individual. If you have received help for solving a problem, then cite your source(s).

Homework assignments will appear on the course web site.

Assigned homework sets:

Homework set 1 due September 15 in class.
Homework set 2 due September 29 in class.
Practice problems 3. Do not turn in. (Solutions to problem sets 1,2,3.)
Homework set 4 due October 20 in class.
Homework set 5 due October 27 in class.
Homework set 6 due November 3 in class. (Solutions)
Practice problems 7. Do not turn in. (Solutions)
Homework set 8 due November 24 in class.
Homework set 9 due December 4 in class.
Practice problems 10. Do not turn in. (Solutions to problem sets 8,9,10.)