Contact

Administrative

Lecture Notes

Project

Homework

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

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 23rd.

 

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 19th.

 

 

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: