ENME 741 Schedule and Homework, Dr. Steven A. Gabriel, University of Maryland

ENME 741
Operations Research Models in Engineering

Approximate Schedule and Homeworks

FALL 2024

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

Lecture number format: module.lecture #

Module 1: Mostly devoted to linear programming problems, basic concepts, some more advanced modeling

Module 2: Nonlinear programming problems (integer linear, nonlinear programs, game theory)

-- Lectures are pre-recorded and available on ELMS (all of them are currently available)

Note: You can skip in the reading, anything that touches on:
1. Tableau method (we will use the Simplex method)
2. LINGO software (we will use GAMS)
3. Any specialized methods (e.g., Hungarian method) for solving certain classes of LPs

Weeks	Week starting	Lecture subjecct (recorded video)/class time discussion	Homeworks
1	Aug. 27	Module 1 : Lecture 1.1 -Skim Chapter 1, read/skim Chapter 2 if need to review basic linear algebra, -Read Chapter 3, 3.1-3.3, a lot of this will be convered in the first lectures, skim 3.4-3.12 for interesting LP applications (some will be covered later) -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	Homework #1 assigned
2	Sept. 3	Module 1 : Lecture 1.2 -Skim Chapter 1, read/skim Chapter 2 if need to review basic linear algebra, -Read Chapter 3, 3.1-3.3, a lot of this will be convered in the first lectures, skim 3.4-3.12 for interesting LP applications (some will be covered later) -LP, Duality, Sensitivity Analysis [Note #1 & Note #2 , Chapter 5 and Sections 6.1, 6.4-6.6,6.8-6.10 ]	Homework #2 assigned, homework #1 due
3	Sept. 10	Module 1 : Lecture 1.3 -LP, Duality, Sensitivity Analysis [Note #1 and Note #2, Chapter 5 and Sections 6.1, 6.4-6.6,6.8-6.10 ] start of -Network Models (General) Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6]	Homework #3 assigned, homework #2 due
4	Sept. 17	Module 1 : Lecture 1.4 -Network Models (General) Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6]	Homework #4 assigned, homework #3 due
5	Sept. 24	Module 1 : Lecture 1.5 -Simplex method [Chapter 4 about Simplex Method (4.1-mainly 4.1-4.8+Note #3 (Simplex Method)	Homework #5 assigned, homework #4 due
6	Oct. 1	Module 2 : Lecture 2.1 -Integer Programming [9.1-9.2]] -Note #4 (Total Unimodularity and Integer Solutions to LPs)	Homework #6 assigned, homework #5 due
7	Oct. 8	Module 2 : Lecture 2.2 -Integer Programming, Branch and Bound method for solving integer programs [9.1-9.2]] -Nonlinear Programming Fundamentals [Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]	Homework #7 assigned, homework #6 due
8	Oct. 15	Module 2 : Lecture 2.3 -Nonlinear Programming Fundamentals [Chapter 11+ Sections 14.1-14.6+Gabriel et al. (2013)]	Homework #8 assigned, homework #7 due
9	Oct. 22	Module 2 : Lecture 2.4 -Energy network problems (natural gas, power), reading provided -Pooling problem (petroleum refinery) , reading provided -Constrained Optimization, Karush-Kuhn-Tucker (KKT) conditions -Introduction to Game Theory -Market Equilibria and Optimization -Complementarity Problems [Sections 14.1-14.6+Gabriel et al. (2013)], natural gas and power networks with engineering considerations (Gabriel et al. Appendices + handouts)] 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)], natural gas and power networks with engineering considerations (Gabriel et al. Appendices + handouts) Guest lecture	Homework #9 assigned, homework #8 due
10	Oct. 29	Exam #1: during class time
11	Nov. 5	Module 2 : Lecture 2.5 -Introduction to Game Theory -Market Equilibria and Optimization -Complementarity Problems [Sections 14.1-14.6+Gabriel et al. (2013)], natural gas and power networks with engineering considerations (Gabriel et al. Appendices + handouts)]	work on projects homework #9 due
12	Nov. 12	Module 2 : Lecture 2.6 -Market Equilibria and Optimization -Complementarity Problems [Sections 14.1-14.6+Gabriel et al. (2013)], natural gas and power networks with engineering considerations (Gabriel et al. Appendices + handouts)]	work on projects
13	Nov. 19	Module 2: Lecture 2.7 -Market Equilibria and Optimization -Complementarity Problems [Sections 14.1-14.6+Gabriel et al. (2013)], natural gas and power networks with engineering considerations (Gabriel et al. Appendices + handouts)]	work on projects
14	Nov. 26	Open class for discussion on projects	work on projects
15	Dec. 3	Project Presentations (students)	project presentations (in class)+ project reports due
		Exam #2: during time assigned by the registar

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

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