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Lecture1

# Lecture1 - LinearandNonLinear Programming MS&E211 MS&E211...

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Click to edit Master subtitle style  10/2/10  MS&E 211 Linear and Non-Linear  Programming  MS&E 211

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10/2/10  MS&E 211 6 Homework, 1 Midterm, 1 Final Total = 30%*H + 30%*M + 30%*F + 10%*max(H,M,F) No formula for cutoff between A/B etc. The more fun* we all have, the more A’s I will give out.   Required Textbook:  Linear & Nonlinear Programming 3rd  Edition – Luenberger/Ye We will use COURSEWORK.STANFORD.EDU Programming   Computer Science The software use is nearly zero:  Excel Solver or  Frequently Asked 1st Day Questions *”fun” = learning
10/2/10  MS&E 211 Often consider the common goal of management  science & engineering. Maximize or Minimize  f(x)  for  all x   some set X ϵ Applications in: Applied Science Engineering Introduction to Optimization

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10/2/10  MS&E 211 Minimize:   f(x) Subject to:  h1(x) = 0 ... hm(x) = 0 g1(x) <  0 ... gr(x) <  0 The prototypical optimization  problem
10/2/10  MS&E 211 An Example A B 6 11 12 5 10 13 4 How much flow can travel from A to B,  given that each of the connecting routes  have flow limits?

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