Department of Industrial and Manufacturing Systems Engineering
Iowa State University

IE 312 Optimization

Fall 2011


Announcements

·         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.

Contact Information

Instructor:

Dr. Siggi Olafsson

Teaching Assistant:

Bokan Chen

Office:

3018 Black Engineering

Office:

Room 3026 Black

Phone:

294-8908

 

 

Email:

olafsson@iastate.edu

Email:

bokanc@iastate.edu

Homepage:

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

 

 

Office Hours:

Monday and Thursday 1:30-3:00

Office Hours:

Monday and Tuesday 2:00 – 4:00

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 midterm exams - 30% (15 % each)
Final exam - 20 %
Homework - 25 %
P
rojects – 25%


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

3.4, 3.6, 3.7, 3.8, 3.11

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

7

 

8

Optimization Software, Interior Point Methods

 

Appendix A-B on pp 217-226

Chapter 4

9

Sensitivity Analysis

Chapter 5

10

Integer Programs

 

Second Exam: Friday 10/28. This exam will cover the Simplex

algorithm, interior point methods and sensitivity analysis.

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

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

Homework 3

From the book: Chapter 3 Review section: 47,48,51, and 52 (pp. 121-122)

Due in class on Wednesday, September 28th

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

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).

 

Note that for problems 11 & 12, I would like you to use LINGO rather than LINDO.

Due in class on Friday, October 21st

 

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

 

 

 

Note that when using software, you should use LINGO and use the SETS and DATA environments in LINGO.