IE 303
Modeling and Methods in Optimization
Instructor:
M. C. Pinar
Room:
EA-305
Office Hours:
Mondays 15:30 to 17:00, Thursdays 14:30-17:00. Other times by
appointment (by
e-mail) only.
Course Materials:
- Handouts
- Notes by R. Weber
- Textbook
by R. Rardin :Optimization in Operations
Research, Prentice-Hall, 2000 (available in the Bookstore).
- We will
use the XPRESS-MP optimizer and
the associated MOSEL
modeling language extensively in the course. The students will be asked
to develop MOSEL codes of the models discussed in class, and
experiment with the models in the computer labs. The Tuesday
8:40-9:30 period will be devoted to XPRESS-MP recitations and problem
solving by our TA.
Topics covered
in the course along with some lecture material (from a similar course
taught at MIT).
-
Review of Linear Programming
-
Solution of Linear Programs and Duality
-
Network Optimization Models
- Optimal Trees (Chapter
5 of
Cheriyan's notes (in gzipped postscript format))
-
Integer Programming: Formulations and Modeling Tricks(lecturenote)
-
Branch-and-Bound Method ( notes on B & B:1, notes
on B & B:2,
notes on dual simplex, lecturenote)
-
Cutting Plane Methods in Integer Programming (lecturenote)
-
Dynamic Programming (lecturenote1,
lecturenote2)
-
Heuristic
Methods (lecturenote)
-
Applications in Telecommunications, Ground and Air Transport,
Economics and Finance, Production Planning
Grading
The grading system may be changed for the entire class or in
individual cases at the discretion of the instructor.
In particular, class attendance and participation will
be taken into account.
Make-up policy: It is recommended that you do not miss any examination.
A make-up will only be offered to those with a medical report duly certified
by the University Health Center. The make-up will be given with or after the final
exam and will cover the entire course material.
Homeworks 20 %
Quizzes |
no quiz this year!
|
Midterm 18.11.2004
|
30% |
Final |
50% |
Participation |
|
The first homework is here.
The second homework is here.
The third homework is here.
The fourth homework is here.
The fifth homework is here.
POLICY ON HOMEWORK AND EXAMS
- Your success in the course depends greatly on you doing the
assigned homework assignments regularly to assimilate the material
covered in the classes.
- The homework assignments may sometimes be listed on my web page. You need
to go to my home page, and then to the course web page to see the current
homework.
- Please make sure that you finish the homework on time and that
you bring any difficulties to my attention. These will be dealt
with promptly in class or sometimes during the office hours.
- Late homework assignments are not acceptable, except under
exceptional circumstances.
GENERAL ADVICE ON STUDYING FOR THE COURSE
- It is very important that you come to each class
having read the material to be covered that day. (You will
need to read this material at some point anyway!) Reading it
in advance will help you to understand the lecture better.
It also gives you a chance to ask questions about the parts
you did not understand fully.
- Please come and ask questions during anytime, but especially during
the office hours. This is the time I am available exclusively to
answer your questions.
POLICY ON PLAGIARISM
Cheating has serious consequences. The university policy on
plagiarism will be fully applied if anyone is caught cheating on
the homework or examinations. For individual assignments, the students are
required to work on their own.