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08617040:  Introduction to Optimization
 
General Information:
 
Lecturer
Zhe Liang
 
Email
 
 
Office
 
Founder Building 608
 
Time
 
Wed 3:10pm-5:00pm, Fri 10:10am-12:00pm (Odd Week Only)
 
Office Hours
 
Appointment by email
 
Makeup policy
 
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero.
 
Textbook
 
Linear programming and network flows, by M. S. Bazaraa, J. J. Javis, and H. D. Sherali, Wiley, 1990.
 
Homework
 
Final homework grade will be the average of the 10 assignments with the highest grades. The lowest two assignment grades will be dropped.
 
Grading:
Homework      20%
Computer Lab  10%
Mid-Term        30%
Final Exam      40%
 
Homeworks
 
HW1 Questions
 
HW2 Questions
 
HW3  Questions
 
HW4 Questions
 
HW5 Questions
 
HW6 Questions
 
HW7 Questions
 
HW8 Questions
 
Final Exam Q1
 

 Course Schedule
 
Lecture 1.*
 
Sep 7
 
Introduction to Optimization Problems, Model Building
Lecture 2.
Sep 9
Basic Linear Algebra, Representation Theory
Lecture 3.*
Sep 14
Simplex Method Part 1
Lecture 4.*
Sep 21
Simplex Method Part 2
Lecture 5.*
Sep 23
Artificial Variable Method, Big-M method
Lecture 6.*
Sep 28
Degeneracy
Lecture 7.
Oct 12
Farkas Lemma
Lecture 8.*
Oct 19
KKT optimality condition Primary –Dual relationship
Lecture 9.*
Oct 21
Dual simplex method
Lecture 10.
Oct 26
GAMS --- Solving a basic LP and IP problem
Lecture 11.
Nov 2
GAMS --- Solving an advanced IP problem
Lecture 12.
Nov 4
Mid-Term
Lecture 13.*
Nov 9
Sensitivity Analysis Part 1
Lecture 14.*
Nov 16
Sensitivity Analysis Part 2
Lecture 15.*
Nov 18
Column Generation Part 1
Lecture 16.*
Nov 23
Column Generation Part 2
Lecture 17.*
Nov 30
Dantzig-Wolfe Decomposition Part 1
Lecture 18.*
Dec 2
Dantzig-Wolfe Decomposition Part 2
Lecture 19.
Dec 7
Benders Decomposition
Lecture 20.
Dec 14
Benders Decomposition
Lecture 21.
Dec 16
GAMS – Column Generation
Lecture 22.
Dec 21
GAMS - Column Generation