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Spring 2014, Approximate Schedule and Homeworks
Tuesdays 2pm-4:30pm (JMP 2120)+ Online

Note:
Probability review will be done by the students independently of the lectures, materials to be given out

Probability Review (see Lecture 0)
[Winston: Sections 12.1 (optional), 12.2 (optional), 12.3-12.6]

(HOMEWORKS ARE DUE AT THE START OF THE NEXT CLASS, NO LATE HOMEWORKS)

Weeks
Dates
Subject Homeworks
1
Jan. 28 Lecture #1
LP, Duality, Sensitivity Analysis
[Note#1 (Basic Feasible Solutions and Vertices) & Note #2 (Dual Prices and Reduced Costs), Chapter 5 and Sections 6.1, 6.4-6.6,6.8-6.10
HW#1 given out
2
Feb. 4 Lectures #2 & 3
LP, Duality, Sensitivity Analysis
[Note #1 & Note #2 , Chapter 5 and Sections 6.1, 6.4-6.6,6.8-6.10 ]
HW#2 given out
3
Feb. 11 Lectures #2 & 3
LP, Duality, Sensitivity Analysis
[Note #1 and Note #2, Chapter 5 and Sections 6.1, 6.4-6.6,6.8-6.10 ]
HW#3 given out
4
Feb. 18

Lectures #4 & 5
[Chapter 4 about Simplex Method (4.1-mainly 4.1-4.8+Note #3 (Simplex Method), other parts of Chapter 4 if time allows,
Network Models (General)
Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6]

HW#4 given out
5
Feb. 25

Lectures #4 & 5
[Chapter 4 about Simplex Method (4.1-mainly 4.1-4.8+Note #3 (Simplex Method), other parts of Chapter 4 if time allows,
Network Models (General)
Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6]

make-up lecture, Monday Feb. 24, 9am-11:30am, JMP2120

make-up lecture, no class on Tuesday Feb. 25.

HW#5 given out (double assignment, will be due on Mar. 11, 2pm)
6
Mar. 4

Lecture #6
Network models in energy
[Power networks, gas networks, Gabriel et al. (2012), Note #4 (Total Unimodularity and Integer Solutions to LPs)]

(possibly will have some of this lecture material in Lecture 7)


7
Mar. 11

Lectures # 7 & 8
Project Management Models in Scheduling, Integer Programming
[Sections 8.4 (skip PERT), 9.1-9.2]]

HW #5 due
HW #6 study for exam

8
Mar. 18


-Spring break, no class meeting this week


9
Mar. 25

Lectures # 7 & 8
Project Management Models in Scheduling, Integer Programming
[Sections 8.4 (skip PERT), 9.1-9.2]]

-Take-home exam #1 given out: Tuesday March 25, 2014 (9am EST), due Thursday March 27, 2014 (5pm EST)

-No class meeting this week but there weill be a make-up lecture MARCH 13, 2-4:30, JMP 2120 (usual classroom)

HW#7 given out
10
Apr. 1

Lectures # 9  &10 &11 & 12
Nonlinear Programming Fundamentals
Introduction to Game Theory
Market Equilibria and Optimization
Complementarity Problems
Two-Level Optimization Problems
[Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]



HWs#8 & 9 (combined) given out April 8
11
Apr. 8 Lectures # 9  &10 &11 & 12
Nonlinear Programming Fundamentals
Introduction to Game Theory
Market Equilibria and Optimization
Complementarity Problems
Two-Level Optimization Problems
[Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]

12
Apr. 15

Lectures # 9  &10 &11 & 12
Nonlinear Programming Fundamentals
Introduction to Game Theory
Market Equilibria and Optimization
Complementarity Problems
Two-Level Optimization Problems
[Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]

HWs#8 & 9 (combined) due April 22

 

13
Apr. 22

Lectures # 9  &10 &11 & 12
Nonlinear Programming Fundamentals
Introduction to Game Theory
Market Equilibria and Optimization
Complementarity Problems
Two-Level Optimization Problems
[Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]

-Discussion of Case Study


Case Study given out April 22 (due May 6, 2014)

Note: At least two of the exam #2 questions will be on:
Two-level optimization,multi-objective optimization, Stochastic LP
or the Analytic Hierarchy Process

14
Apr. 29

Lecture #13
-Two-Level Optimization Problems
[Gabriel et al. (2013)]
-Stochastic Linear Programming
[Stochastic LP, Birge and Louveaux, Chapter 1 in B&P]

But no homeworks assigned formally for these topics.  See the course assistant if you want practice problems.
15
May 6

Lecture #14
-Stochastic Linear Programming
[Stochastic LP, Birge and Louveaux, Chapter 1 in B&P]

-Multiobjective Programming and Pareto Optimality
[Section 11.13+ other sources to be given out as needed]

Case studies due May 6
16 May 13

Lecture # 15
-Multiobjective Programming and Pareto Optimality
[Section 11.13+ other sources to be given out as needed]

-Analytic Hierarchy Process (AHP)
[Sections 14.1-14.6, 13.7]

Take-home exam #2 given out : 2pm EST, Tuesday May 13, 2014, due 9am EST, Friday May 16, 2014


Class Text

Operations Research Applications and Algorithms, W.L. Winston (4th edition)

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