Math 364 (Dec S 344)
-- Principles of Optimization
Course Description
Mathematical programming techniques are widely used to model and
solve optimization problems from business, engineering, and several
other areas. This course will give an introduction to linear
optimization. Emphasis will be given to model formulation, basic
theory behind solution techniques and algorithms, and to the use of
modeling software. Specifically, the topics covered will include
linear programming formulations, the simplex algorithm, transportation
problems, and integer programming. The software called
AMPL will be introduced, and students will learn how to create models
using this tool and to interpret the solutions. The targeted audience
is junior or senior undergraduate students. A basic background in
linear algebra will be required to follow the contents of the course.
Syllabus and Schedule
(PS
file)
Options to buy the
text
Announcements
Tuesday, Sept 6:
I'll not be available from 12:00-2:00 pm tomorrow (Wednesday, Sept 7).
You could stop by my office during 10:00-11:50 am, or after 2:00 pm.
Sunday, October 9:
## A practice problem on
sensitivity analysis and its solutions
have been posted (see
under Homeworks below). Similar to the practice midterm,
there
will be one problem on the midterm from this section.
## As mentioned in class,
the max sulphur content and max ash content
constraints for problem 3 from HW3 have been modified (now writing
one
constraint for each customer). See (updated) solutions.
## The class on Thursday,
October 11 will be held in Neill 120 (computer lab).
This class
will be an introduction to the software package AMPL.
Handouts
Introduction
to AMPL (PS
file)
Simplex method in
matrix form (PS
file)
Grades
against your password
Homeworks
Homework 1
(PS file)
-- Due on Thursday, Sept 1.
Solutions to Homework
1 (PS file)
Homework 2
(PS file)
-- Due on Thursday, Sept 8.
Solutions to Homework
2 (PS file)
Homework 3
(PS file)
-- Due on Thursday, Sept 15.
Solutions to Homework
3 (PS file)
Homework 4
(PS file)
-- Due on Thursday, Sept 22.
Solutions to Homework
4 (PS file)
Homework 5
(PS file)
-- Due on Thursday, Sept 29.
Solutions to Homework
5 (PS file)
Homework 6
(PS file)
-- Due on Thursday, Oct 6.
Solutions to Homework
6 (PS file)
Extra practice problem on sensitivity analysis - problem 4
from page 266-267.
Solutions to
extra practice problems (PS file)
Homework 7
(PS file)
-- Due on Thursday, Oct 20.
Solutions to Homework
7 (PS file)
Homework 8
(PS file)
-- Due on Thursday, Oct 27.
Solutions to Homework
8 (PS file)
Homework 9
(PS file)
-- Due on Thursday, Nov 3.
Solutions to Homework
9 (PS file)
Homework 10
(PS file)
-- Due on Thursday, Nov 10.
Solutions to Homework
10 (PS file)
Homework 11
(PS file)
-- Due on Thursday, Dec 1.
Solutions to Homework
11 (PS file)
Homework 12
(PS file)
-- Due on Thursday, Dec 8.
Solutions to Homework
12 (PS file)
Exams
Practice Midterm
(PS
file)
Solutions to
Practice Midterm (PS file)
Midterm (PS file)
Solutions to
Midterm (PS file)
Practice final
(PS
file)
Solutions to
Practice Final (PS file)
Software
AMPL
Handout I
(PS
file)
AMPL Executables
Farmer Jones example: model file
data file
Inventory model (WV-IMP problem 1, pg 104): model
file data
file Output from
AMPL
Leary Chemicals problem (WV-IMP problem 3, pg 63): model file
data file
Mines problem (WV-IMP problem 10, pg 93): model file
data file
Corn problem (WV-IMP problem 48, pg 121): model file
data file
Cakes problem (WV-IMP problem 3, pg 104): model file
data file
Dual to Farmer Jones problem: model file
data file
Balanced transportation problem (WV-IMP problem 1, pg 371): model file
data file
Shoe problem (Problem 3, pg 371) as balanced
transportation problem: data
file
Carter napkins problem (Problem 21, pg 410) as balanced
transportation problem: data
file
Momiss Pollutant MIP (WV-IMP problem 2, pg 502)
: model
file data
file
Xpress-Mosel - Optimization modeling program produced by
Dash Optimization
Last modified: Wed Oct 24 00:31:13 PDT 2007