Calendar

Class dates, topics, and homework assignments (from class notes), readings (text is Sarker; [xx] refers to notes bibliography entry):

  1. 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.
  2. 1/28 LP formulation, con’t
    Assignment #2: problems 2.7, 2.10, 2.22
  3. 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)
  4. 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)
  5. 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)
  6. 2/25 Preemptive priorities, modeling heuristics
    Assignment 6: problems 3.8, 3.12.4 (see BB for model), 3.14
    Reading assignment:
  7. 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
  8. 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
  9. 3/25 Integer programming
    Assignment 9: 5.25, 6.2, 6.14, and 5.35
    Reading assignment: TBA
  10. 4/1 Optimization-based data mining
    Assignment 10: 3.13, 6.11, 6.22, work on term project.
  11. 4/8 Constraint programming
    Assignment 11: 6.3, 6.23, 6.24
  12. 4/15 Uncertainty modeling
    Assignment 12: 7.1, 7.5, continue on 6.24 and projects.
  13. 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.)
  14. 4/29 Nonlinear programming
  15. 5/6 (final exam period) Project presentations

Hint: don’t understand a term, like hurdle rate? Try google.com with “define:hurdle rate” as the query. Or dictionary.com.

Term Project
Develop a case study for a (preferably real) problem, formulate a model for it, and, if possible, solve the model with a modeling language. To be turned in: a report with the case study and your solution for it, in both hard and soft copy forms. Each class member will present their project to the class at the final exam time.