Contact

Administrative

Lecture Notes

Project

Homework

Department of Industrial and Manufacturing Systems Engineering
Iowa State University

IE 312 Optimization

Fall 2007


Recent Announcements

-         NEW Review slides and now also available in Office 97/2000 format

-         For solutions to the extra credit homework, check out the solutions to the 2004 Final Exam, and the solutions to the 2005 Final Exam

-         The extra credit homework and final exam practice questions (same thing) are now available.

-         The 4th and final homework has been posted.

-         Take a look at the 2005 Midterm II and 2006 Midterm II. I will review problems from these exams on Wednesday, October 31st.

-         The solution set for the third homework is available. You should also study this before the second midterm.

-         Information on the project is now available.

Contact Information

Instructor:

Dr. Siggi Olafsson

Teaching Assistant:

Rui Yang (Maggie)

Office:

3018 Black Engineering

Office:

Room 0010 Black (OR Lab)

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 2:00 – 4:00

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

8/20 – 8/24

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

Chapter 1

8/27 – 8/31

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

3.1, 3.2, 3.3

9/3 – 9/7

 

 

9/10 – 9/14

Solution Techniques, Improving Search

12.3, 12.6, 12.7, 12.12

9/17 – 9/21

 Allocation, Blending, and Operations Planning Models

3.4, 3.6, 3.7, 3.8, 3.11

9/24 – 9/28

 

 

10/1 – 10/5

Solving Linear Programs: Simplex Algorithm

First Exam: Friday 10/5

 Chapter 4

10/8 – 10/12

Optimization Software, Interior Point Methods

 

Appendix A-B on pp 217-226

Chapter 4

10/15 – 10/19

Sensitivity Analysis

Chapter 5

10/22 – 10/26

Integer Programs

Chapter 9.1 – 9.4

10/29 – 11/2

Integer Programs

Second Exam: Friday 11/2

Chapter 9.5

11/5 – 11/9

More Integer Programs

Project 1 Due: Friday 11/9

Chapter 7.4, 9.6

11/12 – 11/16

Random Search Methods

Homework 4 Due: Friday 11/16

Chapter 14

11/19 – 11/23

Thanksgiving Break

 

11/26 – 11/30

More on Integer Programs and random search

 

12/3 – 12/7

Review and work on problems in class

Project 2 Due: Friday 12/7

 


Project BACK

There will be two group projects.

Information on Project 1

Information on Project 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

Problems: Section 3.1: 1,2,3,4

& Section 3.2: 1,2,5

 

Due Date: Wednesday 9/5

 

Solutions: Homework 1 solutions

Homework 2

Problems: Homework 2

 

Due Date: Friday 9/28

 

Solutions: Homework 2 solutions

Homework 3

Solve by hand:

-         4.1 (p. 130): Problem 1;

-         4.4 (p. 139): Problem 1;

-         4.5 (p. 149): Problem 1;

-         4.6 (p. 151): Problem 3;

-         4.8 (p. 158): Problem 6.

Solve using LINGO (From Homework #2):

-         Section 3.8 (p. 92): 14;

-         Section 3.9 (p. 97): 4

-         Chapter 5 review section (pp. 254-261): 4,7, and 13.

 

Due Date: October 24

 

Solutions: Homework 3 solutions

 

Homework 4

Problems: Homework 4

 

Due Date:11/16/07

 

Solutions: Homework 4 solutions.

Extra Credit Homework

Problems:

 

Due Date:

 

Solutions: