IND E 513
LINEAR OPTIMIZATION MODELS IN
ENGINEERING
AUTUMN 2014
M W 1:00-2:20 pm MEB 245
Instructor: Zelda B. Zabinsky
Contact Information:
Office:
MEB G9
Email:
zelda@u.washington.edu
Phone:
(206) 543-4607
Course
webpage: http://courses.washington.edu/inde513
Office
hours: Mondays 3:00-4:00 pm, and Tuesdays 3:30-5:00 pm
Course Objectives:
To learn classical
topics as well as some state-of-the art concepts in the theory and practice of
Linear Optimization at an introductory/intermediate graduate level in
engineering. Applications to interesting problems in applied mathematics,
engineering, medicine, business and financial economics will be considered.
Prerequisites:
Basic
linear algebra.
A previous course in linear optimization may be helpful but is not
necessary.
Textbook:
Introduction to Linear Optimization by Dimitris Bertsimas
and John N. Tsitsiklis,
1997
Book Review at Athena Scientific: http://athenasc.com/linoptbook.html
Additional
Reference Books:
Ahuja,
Magnanti and Orlin, Network
Flows: Theory, Algorithms, and Applications
Bazaraa,
Jarvis and Sherali, Linear Programming and Network
Flows
Best and Ritter, Linear Programming: Active Set Analysis and
Computer Programs
Birge
and Louveaux, Introduction to Stochastic Programming
Chvatal,
Linear Programming
Denardo,
Dynamic Programming: Models and Applications
Murty,
Linear Programming
Schrijver,
Theory of Linear and Integer Programming
Wolsey, Integer Programming
Approximate Course Outline:
Introduction, examples and formulations (Ch. 1)
Geometry of LPs (Ch. 2)
Simplex method (Ch. 3)
Duality theory (Ch. 4)
Sensitivity analysis (Ch. 5)
Selected topics from:
Large scale optimization (Ch. 6)
Network
flow problem (Ch. 7)
Complexity
and ellipsoid method (Ch. 8)
Interior
point methods (Ch. 9)
Detailed syllabus updated on website
Grading and Course
Policies:
Homework 20%, In-class Exam 40%, Take-home Exam 40%
Homework 20%.
You will have homework nearly every week. Please turn in your homework in
class, in my mailbox in G6 MEB, or slip it under my office door (G9 MEB). Late
homework will not be accepted. You are allowed, in fact, encouraged to discuss
homework problems in groups. However, the homework solutions must be written
independently.
In-class Exam (midterm) 40%.
This will be an open book, in-class exam. You can bring written materials
including class notes and the textbook, but no computer or inter-net access is
allowed during this exam.
Take-home Exam (final) 40%. You
will have a take-home exam at the end of the quarter. You can use class notes,
any books, library reference material, and the Internet while taking this exam.
You may NOT collaborate with anyone else during this exam, which must be solved
entirely on your own. You are NOT allowed to discuss problems on the final exam
with other students until the instructor explicitly permits you to do so.
This class is run
according to the student conduct code at http://www.washington.edu/students/handbook/conduct.html
and at http://www.engr.washington.edu/mycoe/am/amprocess.html.