Department of Industrial and Manufacturing Systems Engineering
Iowa State University

IE 312 Optimization

Fall 2012

Announcements

·         The extra credit homework has been posted.

·         Homework 5 (due on 11/28) has been posted below. This will be the last regular homework, but an extra credit homework will also be available.

·         Project information has been posted below.

·         The second midterm will be November 2nd. It will cover the material on Homework 3 and Homework 4. To help study, there are some worked examples (homework problems) for Simplex and for Sensitivity Analysis. Also, looked at those Example Exam Problems. The exam will have two questions: one on Simplex, one on Sensitivity Analysis.

·         The fourth homework is due on October 26th.

·         The third homework is due on October 19th.

·         The first midterm will be October 3rd. It will cover the material on the first two homework assignments (primarily chapter 3 in the book).

·         The second homework has been assigned and is due on September 29th.

·         The lecture notes for the class can be found in the Lecture Notes and Schedule section below.

Contact Information

Instructor:

Dr. Siggi Olafsson

Teaching Assistant:

Sarah Gidlewski

Office:

3018 Black Engineering

Office:

Black 0022

Phone:

294-8908

 

 

Email:

olafsson@iastate.edu

Email:

sarah789@iastate.edu

Homepage:

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

 

 

Office Hours:

Monday 1:30 – 3pm

Thursday 1:30 – 3pm

Office Hours:

Tuesday 12:15 – 2pm (Black 0022)

Thursday 4 – 5pm (Black 0010)

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

·         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)

Grading

Two midterm exams - 30% (15 % each)
Final exam - 20 %
Homework - 25 %
Projects – 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: October 3rd. 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: November 2nd. This exam will cover the Simplex

algorithm 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

·         Information on the project: Requirements, and a spreadsheet containing all the necessary data.

·         PowerPoint presentation used in class.

 

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

3.1: 1,2,3 (page 55)

3.2: 1,6 (page 63)

Homework 2

Section 3.4 (p. 71):1

Section 3.8 (pp. 92-94): 3, 14

Section 3.9 (p. 98): 7

Chapter 3 Review (pp. 121-122): 48, 52

Due September 29th.

Homework 3

Section 4.5: 2, Section 4.6: 3, Section 4.7:2, Section 4.8:6

Due in class on 10/19

Homework 4

Review problems for Chapter 5: 2,5,15,16

Due in class on 10/26

 

Note that for problem 15 and 16 I would like you to use LINGO (not LINDO).

Homework 5

Section 9.3 (p. 522): 1,6

Section 9.5 (p. 527): 2

Section 9.6 (p. 539): 10

Section 9 Review (pp. 553-5): 5,21

 

Due in class on 11/ 28

Homework 6

Extra credit homework