Principles of Optimization (Linear Programming)

Math 364  - 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 and to integer 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    <== Schedule updated on Oct 29, 2009

Options to buy the text

Announcements

Monday, Aug 31: The classroom has been changed to WEBSTER B8!!
Tuesday, Sep 8: The AMPL session for Tuesday, Sep 15, will meet in class (and NOT in Neill 120).
Wednesday, Sep 23: Homework 4 is now due on Friday, Sep 25 (5 pm).
Tuesday, Oct 6: Homework 6 (and solutions) have been posted. This homework will not be graded, but is relevant for the midterm.




Topics covered, and lecture notes


Handouts
Introduction to AMPL
Simplex method in matrix form, and sensitivity analysis

Homeworks  
Homework 1 -- Due on Thursday, Sep  3.
     Solutions to Homework 1
Homework 2 -- Due on Thursday, Sep 10.
     Solutions to Homework 2
Homework 3 -- Due on Thursday, Sep 17.
     Solutions to Homework 3
Homework 4 -- Due on Friday, Sep 25, 5 pm.
Homework 5 -- Due on Thursday, Oct 1
.
     Solutions to Homework 5
Homework 6 -- not graded
.
     Solutions to Homework 6
Homework 7 -- Due on Thursday, Oct 22.
     Solutions to Homework 7
Homework 8 -- Due on Thursday, Oct 29.
     Solutions to Homework 8
Homework 9 -- Due on Thursday, Nov 5.
Homework 10 -- Due on Thursday, Nov 12.


Project -- Due on Thursday, Dec  3.
    Data for classifier project:  Training Set    Test Set



Exams

Practice Midterm
     Solutions to Practice Midterm
Midterm
     Solutions to Midterm

Software
AMPL
   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 LP (WV-IMP problem 3, pg 63): model file   data file    Output from AMPL
   Gotham City Police LP (WV-IMP problem 5, pg 76): model file   data file    Output from AMPL
   Eli Daisy LP (WV-IMP problem 11, pg 93): model file   data file    Output from AMPL
   Gandhi Clothing LP (WV-IMP problem 6, pg 105): model file   data file    Output from AMPL

lp_solve - a free LP and IP solver.


Last modified: Sat Nov 7 18:09:27 PST 2009