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syllabus - Department of Industrial and Systems Engineering...

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Department of Industrial and Systems Engineering Fall 2006 Optimization Models and Applications (IE 426) Meeting: Tuesday and Thursday 4:30–5:45PM 410 Packard Lab Jeff Linderoth Office: 325 Mohler Office hours: Tuesday and Thursday 9–10AM, (also by appt.) Phone: 610-758-4879 E-mail: [email protected] Web: http://www.lehigh.edu/~jtl3 The course emphasizes modeling and case analysis of real-world Operations Research problems using techniques from mathematical programming. The objective of this course is to explore modeling and analysis tools in deterministic operations research. Required Text I’ve taught this course, and similar ones, a few times before. In reality, there is no one book that covers the material in this course. Thus, for portions of this course we will rely mostly on the lecture notes and handouts. In this course, we will be using a software system called XPRESS-IVE , and the Mosel alge- braic modeling system available from Dash Optimization http://www.dashoptimization. com . The following book is a bit of a software manual for Mosel, but hidden inside are valuable, practical modeling tips and practices. Christelle Gu´ eret, Christian Prins, and Marc Sevaux. Translated and revised by Susanne Heipcke . Applications of Optimization with Xpress-MP , Revised Translation (Dash Optimization, Ltd., 2002). The book is also available for free from the web site http://www.dashoptimization.com/ home/services/publications/applications book ov.html Details for downloading stu- dent versions of the software and available of academic versions will be discussed later during the course. If you have never had a course in operations research, or if you have never seen linear pro- gramming , it will likely be very useful for you to obtain an introductory book to the most rudimentary of modeling concepts. The first two references below are two introductory books
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that I like. Recommended Texts Frederick S. Hillier and Gerald J. Lieberman . Introduction to Operations Research , Seventh edition (McGraw Hill, 1999).
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