IE 311 Mathematical Programming

• Handouts
• Notes by R. Weber
• Book by Winston :Operations Research: Models and Algorithms (also used in IE 202)
• We will use the AMPL modeling language. Download the ampl student version here (ampl.exe and ampl.dll files are needed for ampl, cplex.exe and cplex71.dll files are needed for cplex. make special directory called "ampl" and put those files there. Then click on ampl.exe, a special window should open with command prompt.) A sample model is given here along with its data. To run the model type the following commands at the ampl prompt model trnloc.mod; data trnloc.dat; option solver cplex; solve; You should get optimal value 1492. Try to understand the model and its AMPL syntax. For further information consult the ampl web site here.
• As an extension of the exercise on trnloc problem, you are asked to run lagrangean relaxation/subgradient search on this problem. Please download trnloc2a.mod and trn.run here. At the ampl prompt, just type "commands trn.run". The *.run files act as a set of meta command lines in ampl. Further information is given in the AMPL web site.

1.            Solution of Integer Programs by Branch & Bound
2.            The Dual Simplex Algorithm
3.            Lagrangean Relaxation and Subgradient Algorithm
4.            Benders Decomposition
5.            Gomory Cutting Plane Algorithm
6.            Revised Simplex Method
7.            Column Generation and Dantzig-Wolfe Decomposition
8.            Unconstrained Nonlinear Programming
9.            Karush-Kuhn-Tucker Optimality Conditions
10.            Quadratic Programming
11.            Dynamic Programming

  Homeworks    20 %

Quizzes	30% =3 quizzes 10 %each
Midterm	20%
Final	30%
Participation