Math 170 --- Mathematical Methods for Optimization


In this course, we will learn some of the most basic concepts and methods in linear programming and optimization. Linear programming, which concerns optimizing a linear objective function subject to linear constraints, is a magic product of modern mathematics. Our main focus in this course is to develop the basic theory and the simplex algorithm for linear program. Along the way, we will in addition discuss the Kuhn-Tucker conditions and Lagrangian multipliers and convex analysis. Time permitting, we will also discuss quadratic programming.

Numerical methods in general and optimization methods will make more sense once they are implemented in software and run on concrete problems. For this reason, we will have frequent programming assignments and two term projects in matlab.

This information document covers the following subjects: enrollment, how to contact the staff, prerequisites, textbook, Math 98, handouts and announcements, course work and grading, exam dates, grade range, Matlab codes, Term Projects, homework assignments, sample tests, and academic integrity.


Enrollment is entirely done online. So if you are waitlisted, check online often to see if you can enroll. If you have questions about enrollment, please immediately contact Thomas Brown of the Math Department at

If you have a general question about something that is NOT covered here, or if you wish to talk with me, the easiest way is to come during office hours. Otherwise, please make an appointment by sending me email.


Instructor Prof. Ming Gu
Office: Evans 861
Office Hours: MWF 1:30-3:00PM, or by appointment.
Phone: 642-3145
Email: mgu@math


The prerequisites are Math 53 and 54 or equivalent. The students are assumed to have the necessary matlab skills to finish their programming assignments and projects by themselves. If you have doubts about these prerequisites, please contact the instructor.


Our textbook is

Math 98

Matlab is going to be the programming language for this class. Good matlab programming skills can go a long way to earning you a descent grade in this class. The Math Department offers a 1-credit class Math 98 this semester to help those who want to learn or enhance their matlab skills. This class lasts for about 5-6 weeks.

Handouts and Announcements

There will be no handouts to be distributed in the class. All material is posted on the class home page on the WWW at

Announcements will be made through the class website, bspace, or email.

Course Work and Grading

There are a total of 100 points you can earn toward your final grade in the course. There will be one midterm exam and two term projects, each worth 20 points. The final exam is worth 20 points. In addition to exams, there will be 13 weekly homeworks, the best 10 of which will earn you 2 points each. Homeworks will be partially graded by our class reader every week. There will be no late homework, projects, or make-up exams.

Homework is in general due on Monday in class, except the week of Nov. 11, when it is due on Wednesday (Nov. 13.) The homework is a fixture of written and programming assignments to be done individually, although group discussion is allowed. Note that this means there will be homework in the midterm exam week as well. We will have a review and provide a sample test before each exam.

Exam Dates

Grade Range

Your final letter grade will be determined based on your own performance. Below is a break-down of grade range I hope everyone will excel in this course.

We will give no credit for homework turned in after the due date. The only exception to this policy is medical or personal emergencies. Grades of Incomplete will be granted only for dire medical or personal emergencies that cause you to miss the final, and only if your work up to that point has been satisfactory.

Sample Exams

Matlab codes

Term Projects

Homework Assignments

Academic Integrity

The University policy on academic integrity can be found at Any forms of cheating on homework, quizzes or exams will be actively investigated and reported to ensure honesty and fairness in the class.