Math 364 -- Principles of Optimization (Fall 2017)

Course information can be found in the Syllabus.


Quiz #3 Solutions

Quiz #4 Solutions

Quiz #5 Solutions


[Aug 31 (Th)] Questions on essential nonlinear optimization: HW01 and solutions.

[Sep 07 (Th)] Identifying LPs and thinking graphically: HW02 and solutions.

[Sep 12 (Tu)] Based on the discussion in class on Sep 07, provide a complete answer to question #3 of HW#2.

[Sep 19 (Tu)] Standard Forms and Using Octave: HW04 and Solutions. Files: myexample.m, mip.m, ShowSolution.m

[Sep 28 (Th)] Modeling Problems: HW05 and solutions.

[Oct 05 (Th)] Data Fitting Questions: HW06 and solutions.

[Oct 12 (Th)] Miscellaneous Modeling Questions: HW07 and solutions.

[Oct 19 (Th)] Data Classifiers and Team Building: HW08.

[Oct 26 (Th)] Miscellaneous Modeling HW09 and solutions.

[Oct 26 (Th)] Extra Credit on Logical Statement Constraints.

[Oct 31 (Tu)] Reading Assignments: Basic Simplex Method and Simplex Method Exceptions. Read the first document and be ready to discuss in class. Pick onother problem from class whose standard form has at least five variables and apply the Simplex Method. Read the second document and be ready to discuss in class.

[Nov 30 (Th)] Infeasible Problems, B/N Notiation, Sensitivity Analysis: HW11.

Some Notes

Modeling Problems (updated periodically): MP.pdf .

Here are some notes (updated periodically) on how to use Octave/Matlab to build large matrices and vectors.

Here are some class notes from October 5 and 10:
Goods Transportation
Machine-Job Assignment
Piecewise Linear Objective
Nonlinear Data Classifier
Museum Problem with Extra Credit Questions
Binary Variable Contraint Examples

Midterm 1

Date: Thursday, September 21.
Time: 10:35-11:50
Location: CUE 409 (usual classroom)
Material: see syllabus
Instructions: You may bring class notes or use electronic class notes.

And here are the solutions.

Midterm 2

Date: Tuesday, November 7.
Time: 10:35-11:50
Location: CUE 409 (usual classroom)
Material: Modeling MIPs and Simplex Method.
Instructions: You may bring class notes or use electronic class notes.

Here is a collection of problems from three years ago and here are some selected solutions which may be helpful as you study for the Midterm!

And here are the solutions.

Midtern 3

Date: Thursday, November 30.
Time: 10:35-11:50
Location: CUE 409 (usual classroom)
Material: Simplex Method, B/N Notation, Sensitivity Analysis, Integer Programming Concepts.
Instructions: You may bring class notes or use electronic class notes.

Final Exam (OPTIONAL)

You may choose to take a final exam. The purpose of this option is to give you an opportunity to improve your standing by demonstrating your understanding of course topics and your ability to use optimization tools. The conditions are as follows.
(1) The exam time will be scheduled for a two hour block during normal business hours between 8:00 AM Monday December 11 and 12:00PM Thursday December 14.
(2) The exam is closed book and closed notes. The exam will be individualized to you based upon the particular course topics for which you most need to demonstrate proficiency. Topics can be taken from any portion of the course material.
(3) Before November 16 at 2:00PM, you must bring your midterm exams to a meeting with me so that we can establish the final exam content and set the exam time. If you do not meet with me by this deadline, you cannot opt to take a final exam.
(4) If you commit to taking the final exam and later decide to opt out, you will score a zero on the final exam.
(5) Your final exam score (S) will replace some midterm scores as follows. S will replace your lowest midterm score, even if S is lower than your lowest midterm score. If S is higher than your second lowest midterm score, then S will replace that score as well.

Project Presentations

Your project presentation should take up 5-7 minutes, no more, no less. Then expect one or two questions. Your presentation should include the following elements: a concise project description, your personal motivation for choosing this project, your goals and outcome expectations, the approach and methods you plan to use (or did use), and the current status of your work.

Presentations will be Tuesday December 5 and Thursday December 7. The order of presentations is determined and was presented in class. If you need a reminder, just ask.