:DR.AMEROBEIDI
OFFICE UNIVERSITYOFWATERLOO
DEPARTMENTOFMANAGEMENTSCIENCES
IntroductiontoOptimization
MSCI331
INSTRUCTOR
:CPH3627
PHONE
:X38505(ONLYINDIREEMERGENCIES)
EMAIL
:[e-mail]
OFFICEHOURS :MONDAY1:30PM2:30PM.
Winter2012
COURSEDESCRIPTION
This introductory course to optimization uses quantitative approaches to decision making and problem solving involving
mathematical modeling and formulations, solution methods, and output analysis. Students are introduced to a variety of practical
problem formulations in management and engineering, and a number of solution methods, including, but not limited to linear
optimization, network models, project management, and decision analysis. Students are also involved in group projects of reallife
applications, where they go through conceptual and operational model design, analytical solution, output analysis, and
recommendation.
COURSEOBJECTIVES
The emphasis in this course will be on the systematic structuring of the main characteristics of a reallife problem using
mathematical models to explore a range of scenarios and determine which decisions are robust under a number of assumptions.
Hence, our focus will be on developing your modeling skills, carrying out sensitivity analysis (Whatif), interpretation and analysis
of output results, and computer implementations of operations research (OR) techniques using some software packages such as
LINDO, LINGO, and GAMS. The use of quantitative modeling in different settings and hierarchical levels of decisionmaking will be
illustrated through the modeling and analysis of realistic case studies. Upon a successful completion of the course, each student
shouldbeableto:
Analyzeaproblemsituationinengineering,management,orbusinessenvironment,focusingonimportantdetails.
Buildingrelevantmodelsthatprovidevaluableinsightsforoperationaland/orstrategicdecisionmaking.
Userelevantcomputerapplicationsoftwaretosolveandunderstandanoperationsresearchmodel.
Appreciatetheadvantagesandlimitationsofoperationsresearchinaddressingreallifesituations.
Becomeanactiveandcriticalmodelerratherthanapassiveconsumerofanalyticalwork.
Learnkeycommunicationskillsofreportwritinganddevelopindependentlearningskills.
CLASSSCHEDULE
Lecture
Tuesday
8:309:20AM
Thursday
8:3010:20AM E21303A
Wednesday
4:305:20PM
Tutorial
E21303A
E21303A
OFFICEHOURS
Mondayfrom1:30PMto2:30PM.Otherdaysortimes,suchasTuesdayorFriday,canalsobearrangedbyappointment.
TEACHINGASSISTANT
TarekAbdallah,[e-mail]:TBD
SUGGESTEDTEXTBOOK
Wayne L. Winston and Munirpallam Venkataramanan, Introduction to Mathematical Programming: Applications and Algorithms:
Volume1,4thEdition.DuxburyPress/CengageLearning,2003.ISBN13:9780534359645(availableatUWBookstore).Twocopies
ofthetextbookareavailableatUWLibraryatDavisCentre.Bothcopiesareonathreehourreserve.
In addition to the textbook, I encourage you to search and read articles from a number of relevant journals that contain the latest
informationregardingthetheoryandpracticeofproblemsolvingandoperationsresearch(OR)ofreallifeapplications.Inparticular,
the JanuaryFebruary issue of INTERFACES contains awardwinning articles of OR applications, while ORMS TODAY magazine
provides a comprehensive look at OR and management science through stories, feature articles, case studies, software reviews and
surveys.
ALTERNATIVEBOOKS
MSCI331IntroductiontoOptimization
A.Obeidi
Youalsomaywishtouseanalternativebookincaseyoucannotbuytherequiredone.IwouldsuggestthepopularbookbyHillier,F.
and Lieberman, G., Introduction to Operations Research, but you are free to choose any other introductory to operations Research
book.
SOFTWARE
A wide range of OR software packages are available for solving linear and integer programming models. XpressOptimizer is a good
optimization software is designed for solving linear, integer and mixed integer programming problems. You can download and use
XpressMP Student Edition, which is free, from Dash Optimization (http://optimization.fico.com/studentversionoffico
xpress.html). Another good software to use is LPSolve which is free, open source, mixed integer program solver. You can also use
LINDO,LINGO,LPSolve,GAMS,ortheoptimizationtoolboxinMATLABforsolvingawidevarietyofORmodels.Acomprehensivelist
ofLPsoftwarepackagescanbefoundathttp://www.lionhrtpub.com/orms/surveys/LP/LPsurvey.html.
SUMMARYOFTOPICS1
Linearprogrammingmodelformulationandsolution.
LPsensitivityanalysis.
LPdualityanalysis.
Integerprogrammingmodelformulationandsolution.
Networkmodels.
Decisionanalysis.
Projectpresentations.
COURSEMANAGEMENT
The course will be administered through the learning management system Desire2Learn. You are expected to use MSCI 331Winter
2012onWaterlooLearn(http://learn.uwaterloo.ca)websiteregularlyforallcourserelatedcorrespondenceandannouncements.
Summaryofsomeconceptsandstudentsgradeswillalsobepostedinthecoursewebsite.
EVALUATION
The course grade will be based on a midterm examination, two homework assignments, three quizzes, a team project, and a final
examination. If you miss an examination due to a VERIFIED extenuating circumstance,2 you would be offered an opportunity for a
makeupexam.Thebreakdownofthemarkingschemeisasfollows:
Homeworkassignment(2)
10 %
Quizzes(3)
15%
TeamProject
15 %
MidtermExamination
20%
FinalExamination
40 %
EXAMINATIONS
Allmidtermandfinalexaminationswillbeclosedbookandnotes.Youarepermittedtobringyourownhandwritten,onepage,two
sided 8 x 11 crib sheet. Make sure to prepare an efficient and well organized sheet. The midterm exam will be on February 15,
2012 from 4:306:00 PM. Please follow all future updates for any changes. As for the final examination, the day, time, and location
will
be
determined
by
the
Office
of
the
Registrar.
So
you
should
start
checking
1
2
Theindicatednumbersofweeksareapproximate.
Extenuating circumstance is an unforeseeable and beyond your control situation, which either prevents you from taking an examination or
submitting a coursework or which affects your academic performance in the course. Extenuating circumstances will usually be health related or of
apersonalnaturesuchasaccident,bereavementorotherpersonalissues.Atanyrateaverificationletter(VIForcounsellingletter)isrequired.
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MSCI331IntroductiontoOptimization
A.Obeidi
http://www.registrar.uwaterloo.ca/exams/finalexams.html by early March. If you require special accommodation for religious or
cultural observances please notify me in writing by the second week of the term. Notice that Student travel plans are NOT
consideredacceptablegroundsforgrantinganalternativeexaminationtime.
COURSEPROJECT
Thegoaloftheprojectistopresentstudentswithreallifeapplicationsofthemodelsandsolutionmethodsdiscussedinthecourse.
Theprojectwillbedoneinteamsofthreestudents.RefertotheProjectInformationdocumentformoreinformation.
HOMEWORKANDQUIZZES
There will be two written homework assignments; both count 10% towards your final grade. Each assignment will cover topics that
share compatible conceptual framework. The main objective of the assignments is to evaluate how students systematically analyze
and solve problems using the appropriate mathematical modeling technique. Another objective is to assess the accuracy and
correctness of the applied technique in solving problems. It is important that you demonstrate a thorough understanding of the
differentapproachesandproceduresaswellasaccuracyinyouranswers;ifnot,expectsomedeductionofmarks.
Solutions for the assignments will be posted AFTER ALL students submit their It works. is crucial that you work independently on
assignments. Sharing ideas and solutions with a classmate or from the Internet constitutes an academic offence (see Academic
Integritybelow).Failuretosubmitanassignmentwillresultinagradeof0%onthatcomponent;nomakeupwillbeoffered.
Moreover, three quizzes will be given during tutorial times (specific dates are in the table below). Do not miss any of these quizzes,
so schedule your calendar accordingly. Marked quizzes will be returned back to students during tutorial times or can be picked up
fromtheTAsoffice.Unclaimedstudentsubmissionswillbekeptforthedurationofthetermafterthattimethematerialinquestion
willbesecurelydestroyed.Finalexaminationswillbekeptforthedurationofoneyear.
Date
January18
February1
March14
LATEASSIGNMENTPOLICY
All assignments and reports must be submitted on time using the appropriate dropbox located in the second floor of CPH building.
If you know that you are going to be late and have an extenuating circumstance, you must contact the TA to explain your situation
and arrange for a new submission time. Otherwise, a late assignment will be accepted but will incur a penalty. Work that is
submitted late during the first two days without an extension granted will be penalized 25% of the assignment mark per calendar
day or part of a day (including weekends and vacations). After two days, the work will not be accepted and it will be given a zero
mark.Submittingalateassignmentmustnotaffectthesubmissiondateofsubsequentones.
CLASSATTENDANCE
Studentsareexpectedtoattendallclassesandtutorials(ontime)andwillbeheldresponsibleforallmaterialdiscussedineachclass
regardlessofwhetherthestudentactuallyattendedclass.
PERSONALCOMMUNICATIONANDCOMPUTERDEVICES
Personal Communication and Computer devices such as cell phones, digital recorders, iPods, MP3 players, cameras or laptops are
nottobeusedduringclassunlessIauthorizetheirusageforaclassrelatedpurpose.Allcellphonesaretobeturnedoffandarenot
to be used during a class. If I give permission for the use of a personal computer for notetaking that is the sole purpose to which
thesedevicesshouldbeput.Cellphones/cameraphonesaretobeturnedoffandnotusedduringanytestingorexaminationperiod.
During the testing session cell phones/camera phones are to be stored in a knapsack or purse, and may not be placed on the table,
desktop, or individuals lap. Students may access the internet during class sessions for only instructor authorized, classrelated
purposes.
Page3of5
COMMUNICATION
MSCI331IntroductiontoOptimization
A.Obeidi
I will make every effort to respond to your emails within a reasonable time. When you email me please include your full name and
UW ID number. Do not email me asking to explain or clarify concepts; lecture time, tutorials, and office hours are set for that
purpose.
REEVALUATIONOFCOURSEWORK
If you feel you deserve more marks on any given quiz or assignment, first carefully check the provided solutions and determine
where and how many marks you believe you deserve. Contact the TA to arrange a convenient time to discuss the work and your
complaint.IfyoufeelthattheTAdidnotrespondadequatelytoyourgrievancecontactme.
On the other hand, to discuss your midterm exam mark, look carefully through your midterm answer paper when it is returned to
you. If you are absolutely certain that you deserve more marks on your midterm exam, you must give it back immediately. A
photocopy of it will be made and the original will be returned to you. You then have at most two weeks to make specific demands
aboutyourmidtermexam.
ACADEMICINTEGRITY,GRIEVANCE,DISCIPLINE,APPEALSANDNOTEFORSTUDENTSWITHDISABILITIES
Thefollowingstatementsweretakenfromwww.uwaterloo.ca/accountability/documents/courseoutlinestmts.pdf:
AcademicIntegrity:Inordertomaintainacultureofacademicintegrity,membersoftheUniversityofWaterloocommunity
are expected to promote honesty, trust, fairness, respect and responsibility. [Check www.uwaterloo.ca/academicintegrity/
formoreinformation.]
Grievance: A student who believes that a decision affecting some aspect of his/her university life has been unfair or
unreasonable may have grounds for initiating a grievance. Read Policy 70, Student Petitions and Grievances, Section 4,
www.adm.uwaterloo.ca/infosec/Policies/policy70.htm. When in doubt please be certain to contact the departments
administrativeassistantwhowillprovidefurtherassistance.
Discipline: A student is expected to know what constitutes academic integrity [check
www.uwaterloo.ca/academicintegrity/] to avoid committing an academic offence, and to take responsibility for his/her
actions. A student who is unsure whether an action constitutes an offence, or who needs help in learning how to avoid
offences (e.g., plagiarism, cheating) or about rules for group work/collaboration should seek guidance from the course
instructor, academic advisor, or the undergraduate Associate Dean. For information on categories of offences and types of
penalties,studentsshouldrefertoPolicy71,StudentDiscipline,www.adm.uwaterloo.ca/infosec/Policies/policy71.htm.For
typical
penalties
check
Guidelines
for
the
Assessment
of
Penalties,
www.adm.uwaterloo.ca/infosec/guidelines/penaltyguidelines.htm.
Appeals: A decision made or penalty imposed under Policy 70 (StudentPetitions and Grievances) (other than a petition) or
Policy 71 (Student Discipline) may be appealed if there is a ground. A student who believes he/she has a ground for an
appealshouldrefertoPolicy72(StudentAppeals)www.adm.uwaterloo.ca/infosec/Policies/policy72.htm.
Note for Students with Disabilities: The Office for persons with Disabilities (OPD), located in Needles Hall, Room 1132, collaborates
with all academic departments to arrange appropriate accommodations for students with disabilities without compromising the
academicintegrityofthecurriculum.Ifyourequireacademicaccommodationstolessentheimpactofyourdisability,pleaseregister
withtheOPDatthebeginningofeachacademicterm.
Plagiarism detection software (Turnitin) will be used to screen assignments and project reports in this course. This is
being done to verify that use of all materials and sources in assignments is documented. Students will be given an
optioniftheydonotwanttohavetheirassignmentscreenedbyTurnitin.Inthefirstweekoftheterm,detailswillbe
providedaboutarrangements andalternativesfortheuseofTurnitininthiscourse.Studentshavethe righttosayNO
to submitting to Turnitin. If you do not wish to have your work submitted to Turnitin let me know in writing by January
13,2012.
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MSCI331IntroductiontoOptimization
COURSESCHEDULEFORWINTER2012
A.Obeidi
Noticethattopiccoveragemaybeadjustedasthecourseprogresses.
Week
Chapter
Reading
Topics
Jan1719
Jan2426
Introductiontothecourse
LinearProgramming(LP):Formulation
LinearProgramming(LP):Formulationand
graphicalsolution
GeometricpropertiesandtheSimplexAlgorithm
Sensitivityanalysis
4
5&6.8
Jan31Feb2
Duality
6
Feb79
Feb 15
Dualityandsensitivityanalysis
Feb1416
Integerprogramming(IP)
9
Feb 28-March
1
Integerprogramming(IP)
9
March68
Decisionanalysis
Class
notes
March1315
Networkmodels:Formulation
(TransportationandTranshipment)
78
March2022
Class+Projectpresentations
March2729
Class+Projectpresentations
Jan35
Jan1012
3
3
Assigningteams
(Jan13)
Assignment
andQuiz
Quiz1(Jan.18)
PartI:Literature
reviewreport
(Feb3)
Quiz2(Feb2)
Midterm Examination
Finalexamtobeannounced
Page5of5
Project
Assignment1
(Feb13)
PartII:Minicase
finalreport
(March16)
Quiz3(March
14)
Assignment2
(March26)