Industrial
Engineering 325
Nonlinear Programming
and Stochastic Models
Winter 2004
Mondays and
Wednesdays 8.30-9.50 am, Parrington 108
http://courses.washington.edu/inde325
E-mail distribution
list: ind_e325a_wi04@u.washington.edu
Instructor
Dr. Berkin Toktas
206-240-7789
Office hours:
Mondays and Wednesdays 10.00-11.00am, MEB 106
Teaching Assistant
Yanfang Shen
206-543-5348
Office hours:
Fridays 11.30am-1.30pm, MEB 106
The class covers
topics in stochastic models, nonlinear programming and dynamic programming. In
particular, we will look at Markov processes and chains, queueing theory and
applications, fundamental aspects of nonlinear programming, and dynamic
programming modeling and applications. The class will assume fundamental
knowledge of probability theory and statistics.
Textbook
Introduction to Operations Research (7th
Edition) F.S. Hillier and
G.J. Liebermann
Coursepack
Available at the
Communications Building Copy Center (Basement level, B046) or
online at course web site
Grading Policy
Assignment 1, worth
10%
Assignment 2, worth
15%
Assignment 3, worth
10%
Assignment 4, worth
15%
Midterm, worth 20%
Final exam, worth
30%
Assignments will be
analysis- and application-oriented, and each will include 2-3 cases/questions.
Teams of two will be accepted. The assignments will be due within a week after
handed. No late submission will be accepted except in cases of verifiable
emergencies.
Midterm and final
exams will be open book and notes, and focus towards theoretical aspects but
will also test problem-solving skills. Exam dates are fixed.
Schedule
|
Date |
Lecture |
Reading |
Credits |
|
|
M |
5-Jan |
Markov Chains |
Chapter 16 |
|
|
W |
7-Jan |
|||
|
M |
12-Jan |
|||
|
W |
14-Jan |
Assignment 1 |
||
|
M |
19-Jan |
Holiday (Martin Luther
King, Jr.) |
||
|
W |
21-Jan |
Queueing Theory |
Chapter 17 |
|
|
M |
26-Jan |
|
||
|
W |
28-Jan |
|||
|
M |
2-Feb |
Assignment 2 |
||
|
W |
4-Feb |
Queueing Applications |
Chapter 18 |
|
|
M |
9-Feb |
|||
|
W |
11-Feb |
Midterm |
||
|
M |
16-Feb |
Holiday (President's) |
|
|
|
W |
18-Feb |
Nonlinear Programming |
Chapter 13 |
|
|
M |
23-Feb |
|
||
|
W |
25-Feb |
Assignment 3 |
||
|
M |
1-Mar |
|||
|
W |
3-Mar |
Dynamic Programming |
Chapter 11 |
|
|
M |
8-Mar |
Assignment 4 |
||
|
W |
10-Mar |
Review |
||
|
T |
16-Mar |
Final (8.30a-10.20a) |
||