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Class dates, topics, and homework assignments (from class notes), readings (text is Sarker; [xx] refers to notes bibliography entry):
- 1/21: Course introduction, LP formulations.
Homework assignment #1, due next class: problems 2.4, 2.5, and 2.18. Use BLP for answering 2.18. (See: Instructions for submitting homework assignments and BLP documentation in section 1.2 of class notes.) Reading assignment: Sarker & Newton, pp. 1-39.
- 1/28 LP formulation, con’t
Assignment #2: problems 2.7, 2.10, 2.22
- 2/4 LP interpretation
Assignment 3: problems 2.6, 2.21; install GAMS and OPL from the course CD onto your PC and verify that they work. Reading assignment: [Pid99]; Sarker: 11.2, 12.2, Appendix 9-C (GAMS overview)
- 2/11 Parametric programming, GAMS
Assignment 4: problems 2.23, 3.10, and 2.25 (small problem with many parts that follow the philosophy of [Pid99]). Reading assignment: [BKMR98] Chap.2. (GAMS tutorial)
- 2/18 GAMS, multiobjective optimization, goal programming
Assignment 5: problems 3.1, 3.12 (assignment part 1), complete 2.25 from assignment 4, if you need to. Reading assignment: 95Powell (see Blackboard)
- 2/25 Preemptive priorities, modeling heuristics
Assignment 6: problems 3.8, 3.12.4 (see BB for model), 3.14 Reading assignment:
- 3/4 Network optimization
Reading assignment: Chapter 4 in notes Assignment 7: 5.3, 5.7 parts 1-3, and 5.40. [If asked to formulate as a network, draw the network diagram, labeling all nodes and showing the arc costs and any bounds. New: if you want to solve the network models, see the OPTNET documentation in the notes or the GAMS netflow.gms file on the class Blackboard.] 3.11 Spring break - no class
- 3/18 Dynamic, generalized, and constrained network models
Assignment 8: Draw the network formulation pictorially in your answers to 5.10, 5.7, and 5.18. Also solve 5.34, for which GAMS data file bayDat.gams is available on Blackboard
- 3/25 Integer programming
Assignment 9: 5.25, 6.2, 6.14, and 5.35 Reading assignment: TBA
- 4/1 Optimization-based data mining
Assignment 10: 3.13, 6.11, 6.22, work on term project.
- 4/8 Constraint programming
Assignment 11: 6.3, 6.23, 6.24
- 4/15 Uncertainty modeling
Assignment 12: 7.1, 7.5, continue on 6.24 and projects.
- 4/22 Multi-stage stochastic programming
Assignment 13: 7.2, 7.7. (For a tutorial on stochastic programming see pdf of article [SH99] on class CD.)
- 4/29 Nonlinear programming
- 5/6 (final exam period) Project presentations
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