Math 364 (Dec S 344)  -- Principles of Optimization

Course Description
Optimization techniques are applied to model and solve problems from business, engineering, sciences,
sports, 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. Topics covered will include linear programming formulations, the simplex
algorithm, duality, and integer programming formulations. The software AMPL will be introduced.
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 (Math 220)
will be required to follow the contents of the course.

Syllabus and Schedule

Options to buy the text

Announcements

Sunday, Sept 9: Office hours for Monday (Sept 10) are cancelled. Email me with your questions.

Thursday, Sept 13: Homework scores have been posted against your Passnumbers (see below).

Tuesday, Oct 23: A chance to make up your grade! If you score a 90 in the final exam, I'll weigh
the final for 35% of your grade (as opposed to 25%), and if you score a 95, then I'll drop your midterm
score. So, do well in the final!

Thursday, Oct 25: The class will meet on Tuesday, Oct 30, but will NOT meet on Tuesday, Nov 6.

Saturday, Nov 24: Homework 11 is posted (see below). It has four problems, and is
due on Thursday, Nov 29.



Handouts

Introduction to AMPL

Grades against your password    FINAL (12/14/07)


Homeworks  

Homework 1 -- Due on Thursday, Aug 30.
     Solutions to Homework 1
Homework 2 -- Due on Thursday, Sept 6.
     Solutions to Homework 2
Homework 3 -- Due on Thursday, Sept 13.
     Solutions to Homework 3
Homework 4 -- Due on Thursday, Sept 20.
     Solutions to Homework 4
Homework 5 -- Due on Thursday, Sept 27.
     Solutions to Homework 5
Homework 6 -- Due on Thursday, Oct 4.
     Solutions to Homework 6
Homework 7 -- Due on Thursday, Oct 18.
     Solutions to Homework 7
Homework 8 -- Due on Thursday, Oct 25.
     Solutions to Homework 8
Homework 9 -- Due on Thursday, Nov 1.
     Solutions to Homework 9
Homework 10 -- Due on Thursday, Nov 15.
     Solutions to Homework 10
Homework 11 -- Due on Thursday, Nov 29.
     Solutions to Homework 11
Homework 12 -- Due on Thursday, Dec 6.
     Solutions to Homework 12

Exams

Practice Midterm 1 (from Fall 2005)
     Solutions to Practice Midterm 1
Practice Midterm 2
     Solutions to Practice Midterm 2
Midterm
     Solutions to Midterm

Practice Final
     Solutions to Practice Final
Practice Final from Fall 05
     Solutions to Practice Final from Fall 05
Final Exam
     Solutions to Final Exam


Software

AMPL
AMPL Executables
   Farmer Jones example: model file   data file    Output from AMPL
   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
   Eli Daisy problem (WV-IMP problem 11, pg 93-94): model file   data file    Output from AMPL
   General Cars problem (WV-IMP problem 5, pg 104-105): model file   data file    Output from AMPL
   Ugly Chucky LP (from Midterm): model file   data file    Output from AMPL
   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

Xpress-Mosel - Optimization modeling program produced by Dash Optimization


Last modified: Thu Dec 13 12:10:03 PST 2007