IE426 Fall 09

Meeting: Lewis Lab 316, Tue/Thu, 1:10pm-2:25pm. Office hours: Tue/Thu, 9am-11am.

Material you may find interesting:

News:

  • Quiz #2: Tuesday, November 10, from 1:10pm to 2:25pm in LL 316 (solutions).
  • Final Exam: Thursday, December 10, from 12pm to 3pm (classroom TBD).

Lecture calendar

See also the FAQ page.

  1. 08/27/2009: Introduction;
  2. 09/01/2009: Convexity and relaxations;
  3. 09/03/2009: Lower and upper bounds; Linear Programming;
  4. 09/08/2009: Linear Programming: examples; The AMPL modeling language; First homework (solutions);
  5. 09/10/2009: Graphical solution of 2-variable LPs; sensitivity analysis; here is a quick IIS howto;
  6. 09/15/2009: More AMPL and LP examples;
  7. 09/17/2009: Maximization problems; Production planning; Min-Max problems;
  8. 09/22/2009: Goal Programming;
  9. 09/24/2009: Graph problems: max flow, min-cost-flow. Here’s a short howto on graphs and optimization models. Homework #2 (solutions).
  10. 10/01/2009: Quiz Practice;
  11. 10/13/2009: LP Duality;
  12. 10/15/2009: Integer Programming and examples;
  13. 10/20/2009: Logic constraints and IP; Homework #3 (solutions);
  14. 10/22/2009: Integer Programming and Branch and bound;
  15. 10/27/2009: TSP, QAP, and piecewise linear functions;
  16. 10/29/2009: QAP, piecewise linear functions (we’ll use the same notes as Tuesday), and Integer Programming problems on Graphs (updated);
  17. 11/03/2009: Models for the MST problem; Nonlinear Programming; homework #4 (solutions);
  18. 11/05/2009: Practice for quiz #2;
  19. 11/12/2009: NLP: Lagrangian relaxations, KKT conditions;
  20. 11/17/2009: Example of Lagrangian Relaxation; examples of KKT conditions;
  21. 11/19/2009: Multicriteria optimization, Stochastic programming; solutions of quiz 2;
  22. 11/24/2009: Stochastic programming: EVPI and VSS;

Modeling language

My favorite modeling language is AMPL, but you are encouraged to use whatever language you prefer. For those who don’t know what to pick, some alternatives are GAMS, Lindo, and Mosel. The latter has a good manual that also serves as an introduction to modeling.

Both AMPL and Mosel have student versions that can be downloaded for free. They are limited to a maximum of 300 constraints and variables, but this is more than enough for most of this course.

Here are the instructions for downloading and using AMPL. There are also some examples we will do in class: tin can, knapsack, post office, diet, financial planning, the transportation problem (model and data) and project selection.

Note: clicking these .mod files may suggest Windows that these are music files, as .mod is a common extension for some type of music files. You may want to right-click them and select “Save link as…” instead.

Problems formulated in AMPL or GAMS can be solved by submitting the model at http://www-neos.mcs.anl.gov/neos. Many solvers can be used for free, and with no limits on the number of constraints and variables.

Course material

Chapters of the book by R. Fourer: chapter 1, chapter 2, chapter 3.

Miscellaneous

Awards for graduate, postdoctoral and senior researchers at federal laboratories and affiliated institutions: These awards provide generous stipends ($30,000 – $35,000 for graduate students, $42,000 – $75,000 per year for recent Ph.D. recipients and higher for additional experience), and the opportunity to do independent research in some of the best-equipped and staffed laboratories in the U.S. Research opportunities are open to U.S. citizens, permanent residents, and for some of the laboratories, foreign nationals. Detailed program information is available on the NRC Research Associateship Programs Web site at: http://www.national-academies.org/rap. Questions should be directed to the NRC at 202-334-2760 (phone) or rap@nas.edu.
There will be four review cycles annually. Upcoming deadline dates are: November 1, 2009; February 1, 2010; May 1, 2010; August 1, 2010.

Accommodations for Students with Disabilities

If you have a disability for which you are or may be requesting accommodations, please contact both your instructor and the Office of Academic Support Services, University Center C212 (610-758-4152) as early as possible in the semester. You must have documentation from the Academic Support Services office before accommodations can be granted. For more information, please visit the student support services website: http://www.lehigh.edu/~inacsup/disabilities.