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ENCE 723 Multi-Objective Optimization

Approximate Schedule and Homeworks

REFERENCES:
Cohon = "Multiobjective Programming and Planning," J.L. Cohon
Steuer="Multiple Criteria Optimization: Theory, Computation, and Application," R.E. Steuer

Lecture
Notes
Date Subject Homeworks
1 & 2 Sept 11 Introduction to MOP: Numerical examples,Pareto optimality, noninferiority and related notions [Cohon, ch. 4,9-10, Steuer, ch. 1, 5 + other references] HW#1 given out
1 & 2 Sept 18 Introduction to MOP: Numerical examples,Pareto optimality, noninferiority and related notions [Cohon, ch. 4,9-10, Steuer, ch. 1, 5 + other references] HW#1 due
HW#2 given out
3 & 4 Sept 25 Karush-Kuhn-Tucker (KKT) conditions for optimality and noninferiority[Cohon ch.3,4 Steuer ch. 2 + lecture notes]Examples, theorems, constraint qualifications HW#2 due
HW#3 given out
  Oct 2 Guest Lectures:
Prawat Sahakij: Multiobjective Optimization in Wastewater Management (3-4pm)
Break 4-4:15pm
Yohan Shim: Multiobjective Optimization in Telecommunications Management (4:15-5:15)
HW#3 due
HW#4 given out
3 & 4



5, 6, 7

Oct 9 Karush-Kuhn-Tucker (KKT) conditions for optimality and noninferiority [Cohon ch.3,4 Steuer ch. 2 + lecture notes] Examples, theorems, constraint qualifications, Optimization software introduction.

Review of Linear Programming [Steuer, ch. 3, 4]
Pivoting, Revised Simplex Method
Optimization [Steuer, ch. 4]
Phase III for determining alternative optima
Crashing a basis
Parametric programming
HW#4 due
HW#5 given out
5, 6, 7 Oct 16 Review of Linear Programming [Steuer, ch. 3, 4]
Pivoting, Revised Simplex Method
Optimization [Steuer, ch. 4]
Phase III for determining alternative optima
Crashing a basis
Parametric programming
HW#5due
HW#6 given out
5, 6, 7 Oct 23
Review of Linear Programming [Steuer, ch. 3, 4]
Pivoting, Revised Simplex Method
Optimization [Steuer, ch. 4]
Phase III for determining alternative optima
Crashing a basis
Parametric programming
HW#6 due
HW#7 given out
8, 9, 10 Oct 30 Project proposals due on Oct. 30
Methods for Multiobjective Linear Programs that Generate the Entire Pareto Optimal Set

Zeleny's Multiobjective Simplex Method
[Cohon, ch. 6, Steuer, ch. 9]
Steuer's Vector Maximum Algorithm [Steuer, ch. 9]
HW#7 due
HW#8 given out
  Nov 6 In-Class Exam #1 HW#8 due
HW#9 given out
8, 9, 10 Nov 13 Methods for Multiobjective Linear Programs that Generate the Entire Pareto Optimal Set
Zeleny's Multiobjective Simplex Method
[Cohon, ch. 6, Steuer, ch. 9]
Steuer's Vector Maximum Algorithm [Steuer, ch. 9]
 
8, 9, 10 Nov. 20 Methods for Multiobjective Linear Programs that Generate the Entire Pareto Optimal Set
Zeleny's Multiobjective Simplex Method
[Cohon, ch. 6, Steuer, ch. 9]
Steuer's Vector Maximum Algorithm [Steuer, ch. 9]
 
11 & 12 Nov. 27 Methods for General Multiobjective Optimization Programs that Generate an Approximation to the Pareto Optimal Set
Weighting Method [Steuer ch. 6, 7, Cohon, ch. 6]
Constraint Method [Steuer, ch. 7, Cohon, ch. 6]
 
11 & 12 Dec. 4 Methods for General Multiobjective Optimization Programs that Generate an Approximation to the Pareto Optimal Set
Weighting Method [Steuer ch. 6, 7, Cohon, ch. 6]
Constraint Method [Steuer, ch. 7, Cohon, ch. 6]
 
  Dec. 11 In-Class Exam #2  
  Finals week (Dec. 18) Project presentations and final reports due  

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