IE 5531 – Engineering Optimization I
MATH 5711 – Linear and Combinatorial Optimization

Instructor

Bharath Rangarajan
Office: ME 205
E-mail: bharath
Office phone: 612-626-2667
Office hours: TBA

Teaching Assistant

TBA
Office: TBA
Email: TBA
Office Phone:
Office Hours: TBA.

Class Hours: TBA

Textbook Optimization in Operations Research by Ronald L. Rardin

Prerequisites

Students should have a background in linear algebra and multivariate calculus, and a familiarity with vector and matrix notation and calculus. See the instructor at the start of the course if you are not familiar with performing matrix operations, such as multiplying matrices, finding the inverse of a matrix, determining if a matrix is singular, dependent vectors, bases, etc.

Required to know calculus techniques include taking derivatives of single-variable functions and finding partial derivatives of multivariate functions.

Course Topics

• Formulation and Classification of Optimization Models (Chapter 2)

• Formulation of Linear Programming Models (Chapter 4)

• Improving Search-Based Optimization Algorithms (Chapter 3)

• Simplex and Revised Simplex algorithms for LP (Chapter 5)

• Interior Point Methods (Chapter 6)*

• Duality and Sensitivity Analysis (Chapter 7)

• Shortest Path Models and Dynamic Programming (Chapter 9)

• Formulation and Structure of Network Flow Models (Chapter 10)

• Integer Programming and Branch and Bound Techniques.

• Formulation and Solution of Unconstrained Nonlinear Models (Chapter 13)*

• Formulation and Solution of Constrained Nonlinear Models (Chapter 14)*

Class Structure

Classes will be primarily lecture based. Class participation is highly encouraged, including asking questions during lecture and answering instructor-posed questions. Short, informal, in-class student activities will also be given regularly.

Weekly Assignments

Homework will be assigned weekly. You are encouraged to work together on homework assignments, but all final answers must be written individually, without looking at another student’s answers. Look at the section on academic integrity. Ask the instructor if you need more clarification. Only one assignment will be allowed to be late by one week. Any additional late submissions will be penalized for 20% of the assignment score.

Some assignments may require use of Excel Solver or OPL Studio software, available in the ITLABS computer lab in ME 308. Non-degree students will need to turn in a waiver form as well.

Reading assignments from the textbook will be included in the weekly assignments to prepare you for the following week.

Project

Exams

Grades Final grade averages will be computed as follows:

Midterm 1                   15%
Midterm 2                   15%
Homework                 30%
Project                        10%
Final Exam                 30%

Academic Integrity (IMPORTANT)

The students are encouraged to work together on the homeworks. But the interaction must be restricted to discussion of ideas. The solutions must be written individually. For more information on standards of acdemic integrity and plagiarism see the Regents Policy : University Student Conduct code(pdf file). Also see related resources available on the website of the Office for Student Conduct and Academic Integrity. If you need any further clarification, contact the instructor.

Students with Disabilities

Students with disabilities are welcome in this course.  If you need any special accommodations, please contact the course instructor before class begins, or any time thereafter. Also, you may wish to contact the Office for Students with Disabilities at 624-4037 for additional assistance.