·
Remember
that the 2^{nd} midterm is on Friday 10/25. Here are some example questions.
·
Solutions
to the first three homework assignments have been posted.
·
Remember
that the 1^{st} 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.
Instructor: 
Dr. Siggi
Olafsson 
Teaching Assistants: 
Alexandra Olson 
Office: 
3018 Black
Engineering 
(Office is 0022 Black) 
OH:
Tuesday/Thursday 34 
Phone: 
2948908 


Email: 

Homepage: 

Leilei Zhang 

Office Hours: 
Monday/Thursday
1:30 – 3pm 
OH:
Tuesday/Thursday 45 
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.
Basic
knowledge of calculus and linear algebra is assumed.
W.L. Winston
and M. Venkataramanan, Introduction to Mathematical
Programming (4th ed).
·
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)
Two midterm exams  35% (17.5 % each)
Final exam 
20 %
Homework 
25 %
Projects –
20%
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 
Chapter 1 

2 
Form of
Optimization Models, Graphic Solution 
3.1, 3.2,
3.3 
3 
12.3,
12.6, 12.7, 12.12 

4 

5 
Allocation,
Blending, and Operations Planning Models First Exam: September
27^{th}. 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
AB on pp 217226 Chapter 4 
9 
Sensitivity Analysis continued. Second Exam: October
25^{th}.
This exam will cover the Simplex algorithm and
sensitivity analysis. 
Chapter 5 
10 
Chapter
9.1 – 9.4 

11 
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 

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 9^{th} 

Homework 2 
From the book: Section 3.4: problems 1,2 (p. 71); Section 3.8: 3,7,14 (pp.
9294); Section 3.9: 2,7 (pp.
9799) Due in class on Wednesday, September
21^{st} 

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) 

Homework 4 
From the book: Chapter 5 Review Section (pp. 2546): problems
1,3,4, and 5 Due in class on Wednesday, 10/23 

Homework 5 


Homework 6 






