Introduction To Optimization Bertsimas Manual
ESE504-402: Introduction to Optimization Theory ESE 504-402: Introduction to Optimization Theory Fall 2013 Announcements:. Final Exam will be take home and will be handed out on Tuesday December 10th During last class. The exam will be due back on or before Tuesday December 17th at 4:30pm. You can deliver the exam to Dru Spanner in Moore 203. (Thanks to Lieven Vandenberghe at UCLA). First class is on Thursday August 29 at 4:30pm in Moore 216.
Course Description: This course deals with the mathematical theory of optimization. Topics covered include. Linear programming, Simplex method, duality theory, theorems of alternative.
Examples from Control theory, Signal Processing, Operations Research, Economics, Finance. Network flow problems. Integer programming and combinatorial optimization. Requirement: Familiarity with linear algebra and basic Matlab programing is a strict requirement. Undergraduates need permission.
Instructor:., Office hours: Wednesdays 3:00-5:00pm or by appointment, Levine 372 bldg. Lectures: Tuesdays-Thursdays, 4:30pm-6:00pm. Recommended Text.
Introduction to Linear Optimization, by D. Bertsimas and J. Tsitsiklis. Other References.
D. Luenberger, Linear and Nonlinear Programing. Addison-Wesley, 1984.
P Boyd and L. Vandenberghe,. W.
Winston, Introduction to Mathematical Programing Duxbury Press, Second Edition, 1995. Vanderbei, Linear Programing: Foundations and Extensions Princeton University Press.
Grading:. Homework: 15%. Midterm: 35%. Final (Take-Home): 50%. Teaching assistants: Sean Bowman.Office hours: Thursdays 2:30-4:00pm Vassilis Tzoumas. Office Hours: Fridays 12:00-1:30pm.
Homework and Reading Assignments: Most homework problems are either from the text or from Professor Lieven Vandenberghe's homework set which can be found. Students are expected to strictly follow when preparing exam and homework solutions. Reading assignment: Chapter 1, from The text, pages 2-32. Homework 1: Problems 1.3, 1.4, 1.5, 1.8 from Textbook.
Problems 4, 5, 8(a,b,c,d) from the. Due by 5pm on Friday September 13. EXTENDED to Monday September 16th Homework 2: Problems 1.13, 2.1, 2.2, 2.14, 2.16 from the textbook, problems 1, 2, 7 from the Due on Friday September 20th. Reading assignment: Chapter 2, upto section 2.7. Chapter 3, sections 3.1, 3.2.
Homework 3: Problems 3.1, 3.2, 3.3, 3.4, 3.5, 3.6, 3.7 from the textbook, due on Tuesday October 1st in class. Reading assignment: All of Chapter 3. Homework 4: Problems 3.12, 3.13, 3.17, 3.18, 3.19, 3.20, 3.21, 3.22, 3.23, 3.25 from the textbook. Due on Monday October 13th by 5pm. Homework 5: Problems 24, 26, 29 from. Problems 4.1, 4.2, 4.3, 4.7, 4.8, 4.10, 4.14 from the textbook.
Due on Tuesday October 22nd in class. Homework 6: Problems 4.19, 4.15, 4.26, 4.27, 4.31, Problem 47, 50, 53 Due on Friday November 1st Homework 7: Problems 7.1, 7.6, 7.7, 7.8, 7.9, 7.10, 7.14, 7.15, 7.20, 7.23. Due on Friday November 15th.
Homework 8:, Problems 10.1, 10.4, 10.5, 10.6, 10.8, 10.9, 10.10, Due on Monday December 2 before 5pm Homework 9: (optional; I will drop your lowest-graded homework) Problems 10.11, 10.12, 10.13, 11.1(a,b,d,e,f), 11.2. Due on Friday December 13, by 5pm. Please leave the exam with Dru Spanner in Moore 203.
Introduction To Optimization Bertsimas Manual Transmission
Linear Algebra Notes and Resources:. These notes contains the minimum amount of linear algebra that is required for this course. Historical References. Biography of inventor of the Simplex method of linear programing problems. Biography of, Father of linear programing and co-winner of the 1975 Nobel prize in economics, 'for contributions to the theory of optimum allocation of resources'.