GENERAL INFO: In the first N math classes of your career, you can be misled as to what the world is truly like. How? You're given exact problems and told to find exact solutions.The real world is sadly far more complicated. Frequently we cannot exactly solve problems; moreover, the problems we try to solve are themselves merely approximations to the world! We are forced to develop techniques to approximate not just solutions, but even the statement of the problem. Additionally, we often need the solutions quickly. Operations Research, which was born as a discipline during the tumultuous events of World War II, deals with efficiently finding optimal solutions. In this course we build analytic and programming techniques to efficiently tackle many problems. We will review many algorithms from earlier in your mathematical or CS career, with special attention now given to analyzing their run-time and seeing how they can be improved. The culmination of the course is a development of linear programming and an exploration of what it can do and what are its limitations. For those wishing to take this as a Stats course, the final project must have a substantial stats component approved by the instructor. Prerequisites: Linear Algebra (Math 250) and one other 200 level or higher CS, Math or Stats course.

OBJECTIVES: The goal is to introduce students to advanced concepts and problems in linear algebra, specifically linear programming and linear algebra, with an emphasis on mathematical modeling. There will be numerous opportunities to work on real world problems for companies. This course has minimal pre-reqs, but we will move at a fast pace at times, and you are responsible for doing a significant amount of reading on your own. Note there will be a Board of Trustees composed of recent Williams alumns.

CONTACTING ME: You can reach me in Bascom 106D (if I'm there it's office hours), email

Handout for first day: Syllabus / General comments

Office Hours (TA): Monday - 7 - 8 pm - NSB 017        Tuesday - 7 - 8 pm - NSB 116        Saturday - 5 - 6:30 pm - NSB 116

HW due Mon by the start of class: slides: pdf