Department of Industrial and Manufacturing Systems Engineering
Iowa State University

IE 312 Optimization

Fall 2013


Announcements

·         Remember that the 2nd midterm is on Friday 10/25. Here are some example questions.

·         Solutions to the first three homework assignments have been posted.

·         Remember that the 1st midterm is on Friday 9/27. For an example, take a look at last year’s midterm.

·         Second homework is due on Wednesday 9/25

·         The lecture notes for the class can be found in the Lecture Notes and Schedule section below.

Contact Information

Instructor:

Dr. Siggi Olafsson

Teaching Assistants:

Alexandra Olson

Office:

3018 Black Engineering

(Office is 0022 Black)

OH: Tuesday/Thursday 3-4

Phone:

294-8908

 

 aolsen@iastate.edu

Email:

olafsson@iastate.edu

Homepage:

http://www.public.iastate.edu/~olafsson

 

Leilei Zhang 

Office Hours:

Monday/Thursday 1:30 – 3pm

OH: Tuesday/Thursday 4-5

leileizh@iastate.edu

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 midterm exams - 35% (17.5 % each)
Final exam - 20 %
Homework - 25 %
P
rojects – 20%


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

1

Class Organization
Optimization Models and the O.R. Approach
Tractability vs. Validity Modeling Tradeoffs

Chapter 1

2

Form of Optimization Models, Graphic Solution
Large-Scale Models, Linear vs. Nonlinear Programs
Discrete vs. Continuous Optimization

3.1, 3.2, 3.3

3

 Solution Techniques, Improving Search

 12.3, 12.6, 12.7, 12.12

4

5

Allocation, Blending, and Operations Planning Models

First Exam: September 27th. This exam will cover the introduction,

improving search, and LP modeling.

3.4, 3.6, 3.7, 3.8, 3.11

6

Solving Linear Programs: Simplex Algorithm

Chapter 4

7

Simplex cont.

 

8

Optimization Software and Sensitivity Analysis

 

Appendix A-B on pp 217-226

Chapter 4

9

Sensitivity Analysis continued.

Second Exam: October 25th. This exam will cover the Simplex

algorithm and sensitivity analysis.

Chapter 5

10

Integer Programs

Chapter 9.1 – 9.4

11

Integer Programs

Chapter 9.5

12

More Integer Programs

Chapter 7.4, 9.6

13

Random Search Methods

Chapter 14

14

Thanksgiving Break

 

15

More on Integer Programs and random search

 

16

Review and work on problems in class

 


Project BACK


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: Section 3.1: problems 2,3,4 (p.55);

Section 3.2: problems 2,6 (p. 63);

Section 3.3: problems 8,9 (p. 68)

 

Due in class on Friday, September 9th

Solutions

Homework 2

From the book: Section 3.4: problems 1,2 (p. 71);

Section 3.8: 3,7,14 (pp. 92-94);

Section 3.9: 2,7 (pp. 97-99)

Due in class on Wednesday, September 21st

Solutions

Homework 3

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)

 

Solutions

Homework 4

 From the book:

Chapter 5 Review Section (pp. 254-6): problems 1,3,4, and 5

Due in class on Wednesday, 10/23

Homework 5

 

Homework 6