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Approximate Schedule and Homeworks

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
Sept. 1 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
Sept. 8 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
Sept. 15

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
Sept. 22

Lectures #4 & 5
-Network Models (General)
Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6]

HW#4 given out
5
Sept. 29

Lectures #4 & 5
-Network Models (General)
Sections 7.1, 7.5, 8.1-8.3, 8.5-8.6

HW#5 given out
6
Oct. 6

Lecture #6
-Simplex method [Chapter 4 about Simplex Method (4.1-mainly 4.1-4.8+Note #3 (Simplex Method), other parts of Chapter 4 if time allows]

-Note #4 (Total Unimodularity and Integer Solutions to LPs)]

-Power networks, gas networks, [Gabriel et al. (2013)]

HW#6 given out
7
Oct. 13

Lectures # 7
-Power networks, gas networks, [Gabriel et al. (2012)]

-Integer Programming
[9.1-9.2]]

Take-home exam #1 given out

 

8
Oct. 20

Lectures # 8
-Integer Programming
[ 9.1-9.2]

HW#7 given out
9
Oct. 27

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)]

HW#8 given out
10
Nov. 3

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)]


HW#9 given out

11
Nov. 10 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)]
HW#10 given out
12
Nov. 17

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)]

HW#10 given out

 

13
Nov. 24

Lecture #13
-Deterministic and Stochastic Dynamic Programming[Winston Chapters 18-19, Puterman, 1994]

Take-home exam #2 given out :

Case study assgined

14
Dec. 1

Lecture #14
-Deterministic and Stochastic Dynamic Programming [Winston Chapters 18-19, Puterman, 1994]

Work on case study assgined
15
Dec. 8


Lecture # 15
-Deterministic and Stochastic Dynamic Programming [Winston Chapters 18-19, Puterman, 1994]

==== time permitting====

-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]


Case study due last day of class (regular lectures)

 

    Final exam Final exam

Class Text

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

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