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Syllabus - IE 316 Advanced Operations Research Techniques...

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IE 316: Advanced Operations Research Techniques Instructor: Dr. Ted Ralphs Office: 473 Mohler Lab Phone: 8-4784 E-mail: [email protected] Office Hours: M 10:00-11:00, TR 2:30-3:30 Web page: http://www.lehigh.edu/~tkr2 Course web page: http://www.lehigh.edu/~tkr2/teaching/ie316/ Course meeting time: TR 1:10-2:25 355 Mohler Lab Description of Course This course will cover techniques for the solution and analysis of deterministic linear models used in Operations Research. The primary types of models to be addressed will be linear programming, network flow, and integer linear programming. Time permitting, we will also consider more complex models, such as those incorporating nonlinear constraints or uncertainty. The main emphasis will be on solution techniques and on analysis of the underlying mathematical structure of these models. As a supporting theme, the course will also emphasize effective modeling techniques, the use of modeling languages, such as AMPL, and the use of commercial solvers. Course Objectives The goals of this course are for each student to: 1. Improve the ability to rigorously prove mathematical statements. 2. Cultivate an ability to analyze the structure of and mathematically model various complex system occurring in industrial applications. 3. Develop knowledge of the mathematical structure of the most commonly used deterministic linear optimization models. 4. Develop an understanding of the techniques used to solve linear optimization models using their mathematical structure. 5. Develop an understanding of the use of modeling languages for expressing and solving optimization models. 6. Develop knowledge of existing commercial solvers for linear optimization. Required Text D. Bertsimas and J.N. Tsitsiklis, Introduction to Linear Optimization , Athena Scientific (1997). Other References R. Fourer, D.M. Gay and B.W. Kernighan, AMPL: A Modeling Language for Mathematical Programming , Duxbury Press (1997).
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Daniel Solow, How to Read and Do Proofs: An Introduction to Mathematical Thought Processes, Wiley (2001). Daniel J. Velleman, How to Prove It: A Structured Approach, Cambridge University Press (1994). Course Requirements 1. Lectures : Students will be expected to attend and participate in the lectures. Part of the grade will be determined by overall class participation. Lecture materials will be available for reference before the lecture on the course web page.
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