Principles of Optimization Spring 2011

Course: Times: Location: Instructor: Oce Hours: Math 364 (3 credits) TuTh 9:10 10:25 Fulmer 150 Tom Asaki (tasaki@wsu.edu, 509-335-3135), Neill 228 M 9:3011:30, T 10:3512:00 and by appointment

Required Text: Understanding and Using Linear Programming Matousek and Gartner Description Optimization techniques are applied to model and solve problems from business, engineering, sciences, sports, and many other areas. This course will give an introduction to linear (LP) and integer programming (IP) optimization methods. Emphasis will be given to: model formulation; solution methods; geometric and mathematical interpretations; basic theoretical results and concepts; sensitivity analysis; and software implementation. Examples, formulations, descriptions, derivations, and clarications will often dier from the text presentation. I encourage you to attend all lectures, both for the benet of your grade and your understanding. Grade Basis Your course grade will be based on three requirements: a series of homework assignments, a modeling/computational project, and a nal exam. Each component will score a possible 100. Your nal score will be a 40%-30%-30% (weighted sum of your three component scores with your best score being given the greatest weight. Your nal grade is determined by your nal score according to the standard (90-80-70-60) scale. Homework There will be a variety of homework problems for you to complete during the semester. Each multiple-problem assignment will have a maximum score of 100 points. Your total homework score is the percentage of possible points awarded. Your task is to provide the solution a process of attaining the answer that demonstrates that you understand the concepts discussed in class and in the reading. A full score is not usually a trivial task; it is attained by 1 Neatness. I should not have to decipher your work. 2 Clarity. I believe that English is an important part of Mathematics.

3 Explanation. You must provide a level of detail beyond the typical homework quality expectations. You are demonstrating what you know, not simply providing an answer. 4 Concepts. You must incorporate and correctly apply key concepts. 5 Correctness. The solution should attain the given answer, or another valid answer. These requirements (and my grading standards) take some students by surprise. This is why I am being careful to explain my expectations. I will provide some examples of suciently detailed homework solutions. Feel free to discuss your work with anyone, but please turn in your own work. Also feel free to discuss your solutions with me before you turn them in. Each assignment is due in class on or before the date indicated in the class schedule. No late homework will be accepted without a reasonable and documented excuse. This policy is designed to help keep the class moving forward together. Project Each student will complete a modeling and software implementation project. The project will involve the use of freely available software LP/IP solvers and typically requires parts of several days to complete and additional time to write up results. It is due Thursday, April 21 10:25AM. I will not accept late submissions. The project will be scored by the following measures: 90-100 : extended application of creative/interesting nature (beyond stated project requirements!) 80-89 : fulfilled all requirements presentation is clear and neat demonstrated grasp of all key concepts 70-79 : fulfilled most requirments presentation marginally clear and neat grasp of most key concepts 60-69 : fulfilled few requirements presenation is of limited clarity and neatness grasp of only a few key concepts Final Exam There will be a single comprehensive nal exam. You are allowed free use of the texts, your own notes, homework assignments, and any other notes supplied by me. You are not allowed to use a computer or any other electronic device except a calculator for performing arithmetic. The exam questions will be derived from homework, lectures, and assigned reading. They are designed to test your ability to apply concepts and methods both to familiar situations and to similar but new situations. If you take the time to understand

and reason out the homework problems and lecture material, then the exam will look and feel very familiar. The exam will be scored according to the following measures: 90-100 : mastery of nearly all key concepts exceptional clarity of presentation 80-89 : mastery of most key concepts good clarity of presentation 70-79 : mastery of majority of key concepts reasonable clarity of presentation 60-69 : mastery of few key concepts inadequate clarity of presentation Sort of a Course Outline # lectures Reading(M&G) Topics ---------------------------------------------------------------------------1 Appdx Introduction 1 1 Linear Program (LP) and Optimization Concepts 3 2 LP modeling examples 1 3 Integer Program (IP) concepts 3 3 IP modeling examples 2 4.1-4.3 standard forms, geometry, basic feasible solutions 3 5.1-5.4 Simplex Method 2 5.5,6,10 B/N notation 1 5.7,9 pivot rules, efficiency 3 sensitivity analysis 2 6.1-6.3 duality 3 IP solution concepts and methods 2 7.1-7.2 beyond the Simplex Method 3 other problems and applications ---------------------------------------------------------------------------Date* Assignment Due ----------------------------------Jan 25 HW #1 Feb 3 HW #2 Feb 17 HW #3 Mar 8 HW #4 Apr 5 HW #5 Apr 21 HW #6 Apr 21 Project May 4 (Final Exam 10:10-12:10) ----------------------------------* subject to change pending our progress through the lecture material 3

Academic Integrity Please note that we take extremely seriously the universitys policy on the need for academic honesty in all your work. Any form of dishonesty in an assignment will lead to a zero on an assignment and we reserve the right to give a grade of F for the course as well. If needed, Student Conduct will be contacted. WSU Academic Dishonesty and Procedures. WSU Safety Measures Washington State University is committed to maintaining a safe environment for its faculty, sta, and students. Campus Safety Plan. Emergency Information. Students with Disabilities Reasonable accommodations are available for students with a documented disability. If you have a disability and may need accommodations to fully participate in this class, please visit the Disability Resource Center (DRC). All accommodations MUST be approved through the DRC. Please stop by or call 509-335-3417 to make an appointment with a disability specialist. DRC Website