lecture1 (1) - E62 MS&E 111 Introduction to Optimization...

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e62: lecture 1 20/09/10 E62 / MS&E 111: Introduction to Optimization Linear and quadratic optimization Lectures: MW 2:15-3:30 plus this Friday TA Sections starting next week Homework: ~1 per week Matlab: tutorial next week Coursework handouts, course notes, announcements, discussion forum Read Chapter 2 by Friday (linear algebra review) Understand concepts, but can skip proofs First homework due Wednesday next week 1 e62: lecture 1 20/09/10 Elements of an optimization problem Set of feasible solutions Objective function Solution by enumeration? Example: Internet heterosexual dating service Maximize number of compatible couples What is optimization? 2 1 2 20 1 1 0 1 2 1 1 0 0 20 0 1 1 0 M F e62: lecture 1 20/09/10 Matching Problem Solution by enumeration What is a feasible solution? How many are there? 20! more than 1 billion billion Evaluate 1 billion/sec ! 75 years Formulate and solve as a linear program
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