GENERAL INFORMATION 

Title of the Course: MTH5225 Linear Optimization: Models and Methods  

Course Code: MTH 5225 

Credits: 3 

Course requirement(s): Strong mathematics background (especially in Linear Algebra), familiarity with logic and proof techniques. Experience with mathematical modeling and/or basic knowledge of computer programming, such as Python, Matlab, is a plus. 

Textbook: Linear and Nonlinear Optimization (main), 2nd edition by Igor Griva, Stephen G. Nash and Ariela Sofer, SIAM, 2009. 

 Prerequisites: Background knowledge equivalent to MTH 3107 Optimization  

COURSE DESCRIPTION 

Linear Optimization: Models and Methods is a graduate-level course that provides a comprehensive introduction to the theory, methods, and applications of deterministic linear optimization. The course covers the formulation of linear programming (LP) models, solution techniques such as the Simplex method and interior-point methods, duality theory, and sensitivity analysis. Students will learn how to model complex real-world problems, analyze their solutions, and implement optimization techniques using state-of-the-art computational tools. 

Key topics include methods for solving large-scale linear programs, decomposition techniques, and applications in areas such as transportation, supply chain management, finance, healthcare, and energy systems. The course emphasizes both the theoretical foundations of linear optimization and its practical applications, which can equip students with the skills to solve complex problems in their own fields of study and research. 

LEARNING OBJECTIVES 

By the end of this course, students will have a thorough understanding of the theory and practical applications of commonly used deterministic linear optimization models. 

  1. Acquire the skills to mathematically model complex systems from real-world applications, leveraging analysis and solution methods for linear programming problems.  
  2. Demonstrate proficiency in using modeling languages and tools to solve optimization problems.
  3. Apply modeling languages to various scientific disciplines and their own research fields.  
  4.  Develop the ability to implement classical methods as well as design
  5. Evaluate their own methods for solving linear optimization problems. 

CONTENT AND ACTIVITIES   

Week 

Topic 

Activities 

1 

Introduction to Linear Optimization 

Assignment 1: Establishing linear optimization models for real-world applications. 

Course Project Milestone #1: Project Topic Selection and Initial Problem Description. 

2 

Linear Programming Formulations 

Assignment 2: Translating real-world decision-making problems into mathematical optimization models. 

Course Project Milestone #2: Problem Formulation and Model Components. 

3 

Geometry of Linear Programming 

Assignment 3: Applying the geometric principles of Linear Programming (LP) by solving small-scale optimization problems graphically. 

Course Project Milestone #3: Geometric Analysis of the Optimization Problem. 

4 

The Simplex Method – Foundations 

Assignment 4: Apply the Simplex method to solve LP problems. 

Course Project Milestone #4: Solving Your Optimization Problem Using the Simplex Method 

Midterm Test: Covering First Four-Week Lectures. 

5 

Advanced Topics in the Simplex Method 

Assignment 5: Exploring advanced topics in the Simplex method, including how to handle degeneracy, unbounded solutions, infeasibility, and multiple optimal solutions. 

Course Project Milestone #5: Addressing Special Cases in Your Optimization Model.  

6 

Duality and Sensitivity 

Assignment 6: Exploring duality in LP and apply sensitivity analysis to assess how changes in problem parameters impact the solution. 

Course Project Milestone #6: Duality and Sensitivity Analysis of Your Optimization Model. 

7 

Interior-Point Method 

Assignment 7: Exploring Interior-Pint Methods as an alternative to the Simplex method for solving LP problems.  

Course Project Milestone #7: Applying Interior-Point Methods to Your Optimization Model 

8 

Applications and Case Studies 

Assignment 8: Analyzing a real-world case study where linear programming techniques are applied. 

Course Project Milestone #8: Presenting/Submitting Comprehensive Project report. 

Final Exam: Covering all eight-week lectures. 

 ASSESSMENTS 

Assessment Type 

Items 

Points per Item 

Totals 

Weights 

Homework 

8 

100 

800 

35% 

Midterm Test 

1 

100 

100 

20% 

Final Exam 

1 

100 

100 

30% 

Project

8

100

800

15%

University Grade Scale 

Your total point value will be transformed to a percentage. A = 90-100%, B = 80-89%, C = 70-79%, D = 60-69%, F = 0-59%. Refer to the catalog for more details. 

RESOURCES 

 INSTITUTIONAL POLICIES 

Academic Accommodations:  Florida Tech is committed to equal opportunity for persons w/disabilities in the participation of activities operated/sponsored by the university. Therefore, students w/documented disabilities are entitled to reasonable educational accommodations. The Office of Accessibility Resources (OAR) supports students by assisting w/accommodations, providing recommended interventions, and engaging in case management services. It is the student’s responsibility to make a request to OAR before any accommodations can be approved/implemented. Also, students w/approved accommodations are encouraged to speak w/the course instructor to discuss any arrangements and/or concerns relating to their accommodations for the class.   

Office of Accessibility Resources (OAR): 

Academic Honesty: Located in the Student Handbook 

Academic honesty is highly valued in Florida Tech's online courses. The student must always submit work that represents original words or ideas. If any words or ideas are used that do not represent those original words or ideas, the student must cite all relevant sources and provide a clear definition of the extent to which such sources were used. Words or ideas that require citation include, but are not limited to, all hard copy or electronic publications, whether copyrighted or not, and all verbal or visual communication when the content of such communication clearly originates from an identifiable source. In the Florida Tech online course, all submissions to any public meeting bulletin board or private mailbox fall within the scope of words and ideas that require citations if used by someone other than the original author. 

Academic dishonesty in an online learning environment could involve: 

Any of these practices could result in charges of academic dishonesty. For the complete Florida Tech policy on academic dishonesty, cheating, and plagiarism, see the Florida Tech Student Handbook. 

Attendance: Attendance is required on a weekly basis. Students are expected to view the online lectures in the week they are offered, and to log onto the site often enough to remain abreast of the communication in the Inbox/Discussion or Announcements tab or direct information from the professor. It is the responsibility of the student to be aware of everything happening in the class online. 

Course withdrawal: To withdraw prior to the start of class, you must contact your advisor. Once class begins, you must withdraw using Florida Tech's online student account system (PAWS). If you are a new student, PAWS access information will be provided prior to class start. You have the prerogative of dropping a course until the end of the first week of classes without receiving a grade of "W." After the first week, a grade of "W" will be assigned up until the final published date for withdrawing (the last day of Week 6). That grade will be reflected on your transcript, but not calculated into your grade point average. Withdrawals after Week 6 will result in a grade of "F." You are responsible for maintaining written evidence of all drops/withdrawals. 

Telephone and email drops/withdrawals will not be accepted. The following table clearly outlines Florida Tech's withdrawal and refund policies. PAWS is accessible through the university portal TRACKS Florida Tech. 

Table 1. Withdrawal Policy/Refund Chart  

Week 

Withdrawal Permitted 

Tuition Refunded 

Deadline 

1 

Yes 

100% 

By Sunday 11:59 p.m. ET 

2 

Yes 

60% 

By Sunday 11:59 p.m. ET 

3 

Yes 

40% 

By Sunday 11:59 p.m. ET 

4 

Yes 

No Refund 

By Sunday 11:59 p.m. ET 

5 

Yes 

No Refund 

By Sunday 11:59 p.m. ET 

6 

Yes 

No Refund 

By Sunday 11:59 p.m. ET 

7 

No 

No Refund – No Withdrawal 

 

8 

No 

No Refund – No Withdrawal 

 

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Title IX Statement: The university’s Title IX policy is available on the fit.edu website. Title IX of the Education Amendments of 1972 is a federal civil rights law that prohibits discrimination on the basis of sex in federally funded education programs and activities. Florida Institute of Technology policy also prohibits discrimination on the basis of sex. 

Florida Tech faculty are committed to helping create a safe learning environment for all students that is free from all forms of discrimination and sexual harassment, including sexual assault, domestic violence, dating violence, and stalking. If you, or someone you know, have experienced or is experiencing any of these behaviors, know that help and support are available. Florida Tech strongly encourages all members of the community to take action, seek support, and report any incident of sexual harassment or gender discrimination to the Title IX Coordinator at 321-309-3068. 

Please note that your professor must report any incidents to the Title IX Coordinator.  

If you wish to speak to an employee who does not have this reporting responsibility, please contact the Student Counseling Center at 321-674-8050. 

Disaster Statement 

School Closure 

Florida Tech observes national holidays, and students are not required to participate in classes on such days. In the case of an emergency closure of Florida Tech, if classes can still operate, they will continue. If the Learning Management System is unavailable for maintenance reasons, classes will resume as quickly as possible, and students should check the Florida Tech Security website regularly for updates. 

Natural Disaster 

If a natural disaster impacts the Melbourne, Florida, area, all students should check the Florida Tech Security website or call (800) 888-4348 for updates. 

If a natural disaster occurs near students’ residences, they should contact their professor and advisor. Final decisions on the appropriate timeline to complete course requirements are at the discretion of each professor.