Department of Industrial and Manufacturing Systems Engineering
Iowa State University

IE 312 Optimization

Fall 2009

Announcements

· The project information has been posted.

Contact Information

Instructor:	Dr. Siggi Olafsson	Teaching Assistant:	Rui Yang (Maggie)
Office:	3018 Black Engineering	Office:	Room 3032 Black
Phone:	294-8908
Email:	olafsson@iastate.edu	Email:	ruiyang@iastate.edu
Homepage:	http://www.public.iastate.edu/~olafsson
Office Hours:	MW 1:30-3:00	Office Hours:	TR 2:00pm – 4:00pm

Administrative Information BACK

Course Description

You will learn how to formulate management and engineering problems as optimization models, and how to apply appropriate optimization techniques for finding solutions for such models.

Prerequisites

Basic knowledge of calculus and linear algebra is assumed.

Textbook

W.L. Winston and M. Venkataramanan, Introduction to Mathematical Programming (4th ed).

Topics Covered

Mathematical Modeling (Chapter 1)
Linear Programming (Chapter 3)
Simplex Algorithm (Chapter 4)
Sensitivity Analysis (Chapter 5)
Integer Programming (Chapter 9)
Heuristic Techniques (Chapter 14)
Evolutionary Methods (Chapter 15)

Grading

Two tests, 30% (15 % each)
Final exam, 20 %
Homework, 18 %
Two projects, 32% (12% for Project 1, 20% for Project 2)

Lecture Notes and Schedule BACK

This is the best place to keep up with the pace of the class. From here you can download the lecture notes, sample programs, exam solutions, etc.

Week	Topics	Readings
8/25 – 8/29	Class Organization Optimization Models and the O.R. Approach Tractability vs. Validity Modeling Tradeoffs	Chapter 1
9/1 – 9/5	Form of Optimization Models, Graphic Solution Large-Scale Models, Linear vs. Nonlinear Programs Discrete vs. Continuous Optimization	3.1, 3.2, 3.3
9/8 – 9/12
9/15 – 9/19	Solution Techniques, Improving Search	12.3, 12.6, 12.7, 12.12
9/22 – 9/26	Allocation, Blending, and Operations Planning Models	3.4, 3.6, 3.7, 3.8, 3.11
9/29 – 10/3
10/6 – 10/10	Solving Linear Programs: Simplex Algorithm	Chapter 4
10/13 – 10/17	Optimization Software, Interior Point Methods First Exam: Friday 10/16	Appendix A-B on pp 217-226 Chapter 4
10/20 – 10/24	Sensitivity Analysis	Chapter 5
10/27 – 10/31	Integer Programs	Chapter 9.1 – 9.4
11/3 – 11/7	Integer Programs	Chapter 9.5
11/10 – 11/14	More Integer Programs	Chapter 7.4, 9.6
11/17 – 11/21	Random Search Methods	Chapter 14
11/24 – 11/28	Thanksgiving Break
12/1 – 12/5	More on Integer Programs and random search
12/8 – 12/12	Review and work on problems in class

Project BACK

Information on the project:

· Background

· Attachment 1

· Attachment 2

Homework BACK

The homework is due before class starts one week after it is assigned. Unless otherwise noted each problem of the homework has equal weight and the entire homework is graded out of 100. If you have questions about the homework you can send me an email or come and see me during my office hours. The homework solutions will be posted here as soon as they become available.

Homework 1	From the book: 4.5: problem 2 (p. 149); 4.6: problem 4 (p. 151); 4.7: problem 5 (p. 154), 4.8: problem 5 (p. 158)
	Due on Friday, October 9th
	Homework solutions
Homework 2	From the book, Review Section for Chapter 5: problem 1 (p. 254), problem 3 (p. 254), problem 11 (p. 259), problem 12 (p. 259). Due on Friday, October 23^rd.
	Note that for problems 11 & 12, I would like you to use LINGO rather than LINDO. Homework solutions

Homework 3	From the book: Section 9.2 (p. 502-505): 12,17,23; Section 9.3 (p. 522): 7; Section 9.5 (p. 527): 2; Section 9.6: 10 Due on Friday, November 19^th.
	Note that when using software, you should use LINGO and use the SETS and DATA environments in LINGO.

Homework 4


Extra Credit Homework	Problems:
	Due Date:
	Solutions: