syllabus - MthSc 810 Mathematical Programming Fall 2011...

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MthSc 810: Mathematical Programming – Fall 2011 Instructor: Pietro Belotti Office: Martin Hall O-321 Phone: 864-656-6765 Email: [email protected] Course page:˜pbelott/teaching/mthsc810 Meeting: Tuesday and Thursday, 2:00pm – 3:15pm, Martin Hall M104. Office hours: Tuesday and Thursday, 3:30pm – 5:00pm, or by appointment. Prerequisites: MthSc 311 – Linear Algebra. Recommended: Knowledge of a modeling/scripting language such as AMPL, Python, or MATLAB. Evaluation Homework: 25% Midterm I: 25% Midterm II: 25% Final exam: 25% The two midterms (to be taken in class) and the final exam will probably be closed notes, closed books. They will consist of a set of problems on all the material taught up to the lecture preceding the midterm/final. Scope of the course You will learn the basics of solving optimization problems that have linear objective function and/or constraints. These problems are among the most important in practice, and have been studied for decades. The advent of fast computers has brought major breakthrough in the field, as we are now capable of solving real-world problems in a matter of seconds. Learning outcomes After this course, the student will be able to: 1. describe and classify an optimization problem as convex or nonconvex; 2. apply the necessary conditions and sufficient conditions under which a feasible solution of a problem is optimal; 3. solve linear optimization problems using the simplex method; 4. characterize particular optimization problems within special subclasses of linear optimization; 5. write simple algorithms for solving linear optimization problems and compare your algorithms with state-of-the-art software, both commercial and open-source;
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This note was uploaded on 03/14/2012 for the course MTHSC 810 taught by Professor Staff during the Fall '08 term at Clemson.

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syllabus - MthSc 810 Mathematical Programming Fall 2011...

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