· Some example questions for midterm 2 (with solutions).
· Here are the solutions to homework 2 and homework 3 to use to help you study for Midterm 1.
· Last year’s midterm exam: here. The format for this year will be very similar.
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Instructor: |
Dr. Siggi
Olafsson |
Teaching Assistant: |
Bokan Chen |
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Office: |
3018 Black
Engineering |
Office: |
Room 3026
Black |
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Phone: |
294-8908 |
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Email: |
Email: |
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Homepage: |
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Office Hours: |
Monday and
Thursday 1:30-3:00 |
Office Hours: |
Monday and
Tuesday 2:00 – 4:00 |
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).
Two midterm exams - 30% (15 % each)
Final exam -
20 %
Homework -
25 %
Projects –
25%
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.
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Week |
Topics |
Readings |
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1 |
Chapter 1 |
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2 |
Form of
Optimization Models, Graphic Solution |
3.1, 3.2,
3.3 |
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3 |
12.3,
12.6, 12.7, 12.12 |
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4 |
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5 |
Allocation,
Blending, and Operations Planning Models |
3.4, 3.6,
3.7, 3.8, 3.11 |
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6 |
Solving Linear Programs: Simplex Algorithm First Exam: Friday
9/30. This
exam will cover the introduction, Improving
search, and LP modeling (weeks 1 – 5 above). |
Chapter 4 |
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7 |
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8 |
Optimization
Software, Interior Point Methods |
Appendix
A-B on pp 217-226 Chapter 4 |
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9 |
Chapter 5 |
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10 |
Second Exam: Friday
10/28.
This exam will cover the Simplex algorithm, interior
point methods and sensitivity analysis. |
Chapter
9.1 – 9.4 |
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11 |
Chapter 9.5 |
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12 |
More
Integer Programs |
Chapter 7.4, 9.6 |
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13 |
Chapter 14 |
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14 |
Thanksgiving Break |
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15 |
More on
Integer Programs and random search
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16 |
Review and
work on problems in class |
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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.
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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 |
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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 |
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Homework 3 |
From the book: Chapter 3 Review section: 47,48,51, and 52
(pp. 121-122) Due in class on Wednesday,
September 28th |
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Homework 4 |
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 in class on
Friday, October 14th |
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Homework 5 |
From
the book, Review Section for Chapter 5: problem 1 (p. 254),
problem 3 (p. 254), problem 11 (p. 259), problem 12 (p. 259). |
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Note
that for problems 11 & 12, I would like you to use LINGO rather than
LINDO. Due in class on
Friday, October 21st |
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Homework 6 |
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 |
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Note
that when using software, you should use LINGO and use the SETS and DATA
environments in LINGO. |
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