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Topic: Linear Programming


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Subject:   RE: Linear Programming
Author: Sione
Date: Mar 26 2004
Dear Father,

I will leave that discussion to teachers on this forum
 to comment on because I do not know at what level if
the subject in taught at high school or not. In my opinion
the subject is too complex for kids (youngster) to understand,
so I should leave it to where it belongs , University studies
in Maths & Engineering.

I agree with your assertions that Linear Programming provides
fascinating technology. I myself are deeply involved in developing
Java algorithm in this area for commercial applications. The
subject of Linear Programming is taught as a branch of "Operations Research".
Courses in this area is available in Engineering Science,
Advanced Statistics and Maths. The key to understanding Linear Programming is
Linear Algebra. There is another related branch called
 Quadratic Programming (QP) and recently I have used QP
to develop a module in "Portfolio Optimizations" (so called Markowitz model) in
a finance
application project I got involved last year (2003). The other area
I have applied QP is a branch  called Support Vector Machines (SVM),
in the area of data mining (knowledge discovery). I held a talk on the
subject (SVM) in 2003 of how they  are applied to detect breast
cancer from a medical database. QP and plus Linear Programming
are required to develop SVM algorithm. My initial trial my SVM algorithm
classifies breast cancer patient upto 98% correct. When a new patients
medical data (breast cancer) is entered to the computer the SVM  
predicts if the new data (person's medical data) is starting to develop
early symptoms or not. The medical data I used was requested from the
Auckland Health board in , New Zealand. Because of privacy laws , all names of
patients and addressed were stripped from the data by their IT department before
sending a copy to me. At the moment I am requesting a local bank  to see if they
use this demo SVM to mine their database looking for fraud transactions to see
if correctly identifies previously known cases to them. If it does, then any
potential fraud transactions in the future can be detected early and alert
management.

What I have described above is not new it has been done before in industry
(commercial & academic) of applying Linear Programming for medical decision
support software systems to bank-fraud detection systems. It it my first
venture in to developing software in this area.

Linear Programming will grow and grow bigger and bigger in its application in
industries. It spans areas of artificial intelligence,
modern control systems, finance, digital image processing, and so on.

Finally , I am not sure if linear programming is taught in high school level or
not. May be teachers in this forum can comment.

Cheers,
Sione.

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