MATH 435 Linear Optimization
MATH 535 Optimization I

Instructor: Hemanshu Kaul

Office: 125C, Engineering 1
Phone: (312) 567-3128
E-mail: kaul [at]

Time: 11:25am, Monday and Wednesday.
Place: 121, Engg. 1 Bldg.

Office Hours: 1pm-2pm Monday and Wednesday; walk-ins; and by appointment. Emailed questions are also encouraged.
TA Office Hours: Chris Mitillos, cmitillo [at], 12noon-3pm Friday, 129, E1 bldg.

|Course Information| |Advice| |Announcements| |Examinations| |Homework| |Class Log| |Books| |MATLAB/ Mathematica| |Useful 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.

Why do we have to learn proofs?
Understanding Mathematics - a study guide

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 an alternate point-of-view and for additional applications, refer to the following book:

LP book by Vanderbei

MATLAB Information:

MATLAB - getting started at IIT, by Greg Fasshauer
A crash course
MATLAB Tutorial
Older Guide I
Older Guide II

Mathematica Help:

Mathematica Tutorials.
A Beginner's guide to Mathematica.
Introduction to Mathematica.

Links for Additional Information:

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