MATH 435 Linear Optimization
MATH 535 Optimization I

Instructor: Hemanshu Kaul

Office: 234B, Engineering 1
Phone: (312) 567-3128
E-mail: kaul [at]

Time: 10am, Tuesday and Thursday.
Place: 027, Engg. 1 Bldg.

Office Hours: 12-1pm Tuesday, 1-2pm Thursday, walk-ins, and by appointment. Emailed questions are also encouraged.

|Course Information| |Advice| |Announcements| |Examinations| |Homework| |Class Log| |Books| |MATLAB| |Links|

Course Information:

The Course Information Handout has extensive description of the course - topics, textbook, student evaluation policy, as well as other relevant information. Read it carefully!

What is this course really about? Required reading.

The official course syllabi: MATH 435, MATH 535.

Advice for students:

Excellent advice by Doug West on how to write homework solutions for proof-based problems.

On a more abstract note, here is a discussion of Language and Grammar of Mathematics - which is what you are starting to learn in a course like this.

Excellent advice for math majors and graduate students, by Terry Tao, 2006 Fields medallist. Required reading.

Class Announcements:


Homework Assignments:

Class Log:

Supplemental Reading:

For alternative points of view and for additional applications:

LP book by Vanderbei

MATLAB Information:

MATLAB - getting started at IIT, by Greg Fasshauer
Crash course by Toby Driscoll
MATLAB Tutorial
Older Guide I
Older Guide II

Links for Additional Information:

Linear Programming at Wikipedia
OR Models
NEOS Optimization Guide
Mathematical Programming Glossary
Myths and Counterexamples