MS&E 310: Linear Optimization, Fall 2019

Welcome to MS&E 310: Linear Optimization, Fall 2019. All announcements, HWs, Q&A, etc will be made on MS&E310 Canvas; and/or MS&E310 Piazza.

Lectures: Mon, Wed 3:30 PM - 5:00 PM at 380-380F

Problem session: Fri 3:30 PM - 5:00 PM at 380-380F

Coursebook: Linear and Nonlinear Programming (LY 4th edition) by David Luenberger and Yinyu Ye.


  • Homework exercises: not be graded but discussed in problem sessions.

  • Coding project: 10%.

  • Midterm exam in class, 30%.

  • Final Examination: take home, 60%.

Course requirements:

Prerequisites: Math 113 (linear algebra) or equivalent. Math 115 (real analysis) is also recommended.

This is an advanced master or doctoral-level core course in the MS&E Department. No prior optimization background is required, although it should be extremely helpful have some. In this sense, it is not intended to be an elementary course. Students who have taken courses such as MS&E 211 will see some repetition of material. This is unavoidable, but MS&E 310 is intended to be more theoretical and advanced than MS&E 211.

Students in this course will be expected to possess a firm background in the following mathematical subjects: multivariate differential calculus; basic concepts of analysis; linear algebra and some matrix theory. Familiarity with computers and computer programming might also be useful. Above all, it is essential to have a tolerance for mathematical discourse plus an ability to follow - and sometimes devise one's own - mathematical proofs. These play a much larger role in the course than computer work.


The midterm will be in class, on the 31st of October.

The coding project will be due on Monday the 26th of November. Please submit your report online on canvas by midnight.

The final exam will be a take home starting on Saturday the 8th of December at 10am, and finishing the next day at 10am.

Please post on canvas under ‘logistics’ if any of these dates do not work for you and we will setup an alternative time.

Other courses in optimization

The MS&E Department has several other courses in optimization and related topics. Those focusing primarily on optimization as such are:

MS&E 111 (=E62), 212, 310, 311, 312, 313.

Courses emphasizing applied settings in which optimization plays a major role are:

MS&E 251, 302, 322, 339, 334, 344, 351, 361.

For descriptions of the content of these courses, as well as those in other departments, consult explore courses.

Information for Students with Documented Disabilities

Students who have a disability which may necessitate an academic accommodation or the use of auxiliary aids and services in a class, must initiate the request with the Student Disability Resource Center (SDRC), located within the Office of Accessible Education (OAE). The SDRC will evaluate the request with required documentation, recommend appropriate accommodations, and prepare a verification letter dated in the current academic term in which the request is being made. Please contact the SDRC as soon as possible; timely notice is needed to arrange for appropriate accommodations. The Office of Accessible Education is located at 563 Salvatierra Walk (phone: 723-1066; TDD: 725-1067).