PROGRAMME TITLE

COURSE OUTLINE COVER PAGE

AY 2024-25 TERM: V
TITLE OF THE COURSE: LINEAR PROGRAMMING
CREDITS: 6

Name of the Instructor/s Faculty Room No. Email Telephone Number

Prof. Amit Kumar Vatsa C-102 amitv@iimidr.ac.in 91-731-2439-483
Prof. Saurabh Chandra A-207 saurabh@iimidr.ac.in 91-731-2439-530

Before finalizing the course outline, please read the respective programme’s manual carefully where individual
component and group component evaluation details are mentioned.
Resources details required before commencement or during the course to be mandatorily purchased/arranged. In
case of non-submission of details in the below table, procurement/arrangement will not be made by the
Programme office:
SN Resources required for the Details Unit required and
conduct of course Approx. price (in
Rs.)
1 Textbook (to be purchased by Taha H.A. (2022) “Operations Research: An
students/ IPM Office) Introduction”, 11th Edition. Pearson Unit Price - 1010/-
Education India
2 Stationery (to be purchased by NA NA
office)
3 Software (to be purchased by NA NA
office)
4 License (to be purchased by NA NA
office)
5 Simulation (to be purchased by NA NA
office)
6 Field Visit (to be conducted by NA NA
Instructor)
7 Industry Expert/Guest Speaker NA NA
(being invited by the Instructor)

Note regarding course resources and reading materials:

1. Only those cases/readings/articles will be procured by the programme office that are available in HBSP/
Darden Publishing/ IIMA case unit website.
2. If Instructors (Internal faculty or Visiting faculty) plan to use their own cases/articles, they are expected to
provide the same for classroom use. These cases will not be procured by the Programme office.
3. Purchase of resources, only for the exam(s) purpose when the same is not used and debriefed in any of the
classes in that course is not allowed.

Please mention Yes/NO below to provide details about the course outline:
This is an old course outline: Yes
If it is an old course outline, then have you updated any content or reading material in it? No
If any changes have been incorporated into the old course outline, please provide details below in which session
(number) you have made the changes:
Session No. Details of the changes applied to the old course outline.

Please indicate the changes made in the course outline based on the measurement of assurance of
learning (closing the loop)/student feedback:
1.
2.
Following details to be filled by the Visiting Faculty (VF) Instructor only:
Please provide feedback, in case the same course was taught earlier in the Programme:
S. No. Instructor’s name Course Name Course feedback Instructor’s feedback
1

Approved by: Course Coordinator/Area Chair

 INTEGRATED PROGRAMME IN MANAGEMENT (IPM)
AY 2024-25 BATCH: 2023-28 TERM: V

TITLE OF THE COURSE: LINEAR PROGRAMMING CREDITS: 6

Faculty Block/
Name of the Faculty Email Telephone Number
Room No.
Prof. Amit Kumar Vatsa C-102 amitv@iimidr.ac.in 91-731-2439-483
Prof. Saurabh Chandra A-207 saurabh@iimidr.ac.in 91-731-2439-530

CONSULTATION TIME FOR STUDENTS

Name of the Faculty Timing

Prof. Amit Kumar Vatsa 1 hr. after a session
Prof. Saurabh Chandra 1 hr. after a session

COURSE DESCRIPTION

Linear Programming deals with the problem of minimizing or maximizing a linear function in
the presence of linear equality and/or inequality constraints. Since the development of the
Simplex method by George B. Dantzig in 1947, linear programming has been extensively used in
the military, industrial, governmental, and urban planning fields, among others. Linear
programming has become popular due to many factors like its ability to solve large and complex
problems, in a reasonable amount of time by the use of effective algorithms and modern
computers. The course has been designed to impart the knowledge of formulation of practical
problems using the linear programming method, to understand the theoretical basics of different
mathematical algorithms used in solving linear programming problems.

COURSE OBJECTIVES

1. To introduce the participants the concept of linear programming

2. To understand how to formulate practical problems as linear programming problems
3. To make the participants understand the theoretical basics of linear programming
4. To understand the practical ways to implement a linear programming model using
computer tools
Expected Learning Outcomes and Associated Measures

At the end of the course student is expected to accomplish the following learning outcomes
(CLO). Alignment of CLO with the Programme Level Goals & Objectives and Assessment of the
learning outcomes of the course is presented below.

Course Learning Outcome Program Level Goals/ Outcome Assessment Tool(s)

(Goals)
Demonstrates knowledge of basic
foundations of Management Studies (LG3)
1. Will be able to acquire
rigour through numerous
(Objectives) Has been Mapped
theoretical discussion and
2.1. Acquires analytical rigour through
exercise on linear
Mathematics and Statistics
programming.
2.4. Exhibits the knowledge and application
of courses in Information Systems,
Technology and Tools

PEDAGOGY/TEACHING METHOD:

Mix of lectures, labs, tutorials, discussions, and class exercises.

TEXT BOOK FOR THE COURSE

1. Taha H.A. (2022) “Operations Research: An Introduction”, 11th Edition. Pearson Education India.

EVALUATION

Individual Component Group Component Weightage

A. Class Participation 10
B. Mid-term examination 35
C. Quizzes (2) 20
D. End-term examination 35
Total 100%

ACADEMIC DISHONESTY

IIM Indore believes in Academic honesty. Academic dishonesty or misconduct is cheating

that relates to an academic activity. It is a violation of trust between the Institute and its
stakeholders. Plagiarism, fabrication, deception, cheating and sabotage are examples of
unacceptable academic conduct. Please consult the Programme manual for the section on
academic dishonesty.
 SCHEDULE OF SESSIONS

Module I: Fundamentals of Linear Programming

Module Objective: Introduce linear programming and graphical solution method
Session 1 and 2 Introduction to Operations Research

Objective: History of Operations research, OR modeling and solution, Phases of OR study

Reading: Chapter 1 – Taha

Session 3 and 4 Modeling with Linear Programming

Objective: Basic principles of a linear programming and two variable LP model

Reading: Chapter 2 – Taha

Session 5 and 6 Graphical LP solution

Objective: Solve the two variable problem graphically

Reading: Chapter 2 – Taha

Session 7 and 8 Linear Programming applications

To understand how to conceptualize and formulate practical problems like

Objective: production planning and inventory control, manpower planning, currency

arbitrage, portfolio optimization, etc.

Reading: Chapter 2 – Taha

Session 9 and 10 Linear Programming solution with excel solver

Practical session 1

Objective: To develop the skills in linear programming formulations and modelling through
excel solver

Reading: Chapter 2 – Taha

 Module II: The Simplex Method
Module Objective: To understand the Simplex method for solving LP problems
Session 11 and 12 Transition from graphical to algebraic solution

Objective: Starting solution and computational details of Simplex algorithm

Reading: Chapter 3 – Taha

Session 13 and 14 Artificial starting solution

Objective: Big-M and two-phase methods

Reading: Chapter 3 – Taha

Session 15 Special cases in Simplex method

Objective: Degeneracy, Alternate Optima, Unbounded and Infeasible solution

Reading:
Chapter 3 – Taha

Module III: Duality Theory

Module Objective: To understand the concept of duality in LP problems
Session 16 and 17 Dual problem and primal-dual relationships

Objective: To understand the concept of duality in linear programming

Reading:
Chapter 4 – Taha

Session 18 Economic interpretation of duality

Economic interpretation of dual variables and constraints, complementary
Objective:
slackness

Reading:
Chapter 4 – Taha

Session 19 Additional Simplex algorithms

Objective: Revised Simplex and Dual Simplex algorithm

Reading:
Chapter 4 – Taha

Session 20 and 21 Problem solving with dual formulation

 Practical session 2

Objective: To formulate and solve business problems using linear programming and
formulating dual problems of the same.

Reading:

Module IV: Transportation and assignment problem

Module Objective: To formulate and solve transportation and assignment problems
Session 22 Transportation problem

Objective: To understand the transportation problem and its applications

Reading: Chapter 5 – Taha

Session 23 and 24 Solution method for Transportation problem

Objective: Determination of starting solution and iterative transportation algorithm

Reading: Chapter 5 – Taha

Session 25 and 26 Assignment problem and solution method

To understand the structure of assignment problem and Hungarian algorithm as
Objective:
solution method

Reading:
Chapter 5 – Taha

Session 27 and 28 Problem solving: Transportation and assignment problems

Practical session 3
Objective:
To formulate and solve Transportation and assignment problems

Reading: Chapter 5 – Taha

Module V: Advanced topics and commercial applications

Module Objective: To discuss some commercial applications of LP and introduce Integer LP
Session 29 Introduction to Integer linear programming

Objective: Overview of Integer Programming and solution methods

Reading:
Chapter 9 – Taha

Session 30 Commercial applications

Objective: Discussions on current trends and applications of Linear programming

Reading: class notes

Please indicate the changes made in the course outline based on the measurement of
assurance of learning (closing the loop)/student feedback:
1.
2.
Please give the details of the book if students need to buy the book
Author Title Publisher Edition Remarks, if any

Additional Readings
The following books are recommended for supplementary reading:

1. Bazaraa, M. S., Jarvis, J. J., & Sherali, H. D. (2011). “Linear programming and network flows”, 4th
Edition, John Wiley & Sons.

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