1/18/05                            SYLLABUS ‑ MATH 4/5794: Optimization Modeling

Spring Semester ‑ 2005

 

Professor: Weldon A. Lodwick

Office: CU-Denver Building, Room 622

Telephone: 556‑8462 (office - voice mail), 556‑8442 (secretary), 556-8550 (fax)

E-Mail: weldon.lodwick@cudenver.edu

Web Site: http//:www-math.cudenver.edu/~wlodwick

Text: Model Building in Mathematical Programming – 4th Edition by H. Paul Williams, John Wiley & Sons Ltd, 1999.

 

Office Hours:       Mondays                                               4:30 - 5:30pm         622 CU-Denver Bldg

                                Tuesdays/Thursdays          3:45 - 4:45pm        MERC Lab 130 Science Bldg

Other times by arrangement – I may change office hours depending on the

                                                                                    accessibility of the above times

 

Students with Disabilities: If you have a disability that requires accommodation in this course, please see me as soon as possible.  I am happy to make appropriate accommodations, provided timely notice is received.

Cell Phones: Please turn off your cell phones prior to entering the classroom.  This is especially important when coming in for exams.

 

PROPOSED COURSE OUTLINE

The proposed outline is the initial guess of the topics that will be fruitful to investigate.

 

1.       Introduction (notes)

a.        Preliminaries

b.        Introductory Examples and Computer Demonstrations

2.       General Mathematic Modeling Issues (notes and chapters 1-2 of Williams)

3.       Software

a.        MATLAB Optimization Toolbox

b.        Excel – LP/NLP

4.       Optimization Modeling Issues (chapters 3-11 of Williams)

a.        Model Formulation

b.        Validation

c.        Model Understanding

d.        Redundancy and Infeasibility

e.        Algorithms

f.         Modeling Languages (GAMS, TOMLABS, AMPLE, MODLER)

g.       Model Equivalence

5.       Interval Analysis, INTLAB and Optimization (notes)

6.       Optimization Model Types (we’ll concentrate on LP/NLP)

a.        Static (Williams)

                                                               i.      Linear

                                                             ii.      Nonlinear

                                                           iii.      Integer

                                                            iv.      Mixed Integer

b.        Uncertainty Optimization (notes)

                                                               i.      Stochastic

                                                             ii.      Possibilistic and Fuzzy

c.        Heuristic (notes)

                                                               i.      Genetic Algorithms

                                                             ii.      Simulated Annealing

                                                           iii.      Tabu Search

d.        Dynamic (notes)

                                                               i.      Dynamic Programming

                                                             ii.      Optimal Control

 

MY APPROACH TO TEACHING

I believe that teaching is a process that involves an active partnership.  My role is that of a guide to your learning.  We will endeavor to discover how we mathematically know within the structure of this course.  If we have a mathematical problem, it is because we don’t know its solution.  If we knew the solution, we would not have a problem.  Thus, when we “solve” the problem, how do we know the answer we obtain is the solution to our problem?  Thus to know mathematically (mathematical epistemology) is a central component of my teaching approach.  This means that I believe it is important to know how one obtains the solution to a mathematical problem.  Thus, it is imperative that you demonstrate the process by which you arrive at a solution, that is, you are to demonstrate knowledge of mathematics by articulating how you obtained the correct solution.

 

I believe that I am responsible to open the way, to encourage, and to, perhaps, nudge you toward your own learning.  I will help guide you toward this learning by providing mathematics for you to experience.  It is my aim to communicate mathematics in a way that is supportive of your efforts. Your role is to find a way to experience and articulate the mathematics that is presented and that you encounter.  I believe that it is your responsibility to let me know when you find yourself not understanding mathematical concepts that are presented in class.  Once you make this known, it is our responsibility to work on trying to attain clarity.  I will try to be as proactive as possible.  I believe that results on examinations and quizzes give us the opportunity to clearly see where the areas of mathematical understanding are and what areas need more attention.

 

OUTCOMES

By the end of the semester you should be able to read, understand and apply appropriate methods associated with aspects of optimization modeling we’ve studied this semester to correctly solve associated problems.  Secondly, given a problem in optimization modeling, you should be able to: (i) translate the description of the problem into a (correct) mathematical model, (ii) choose and apply the appropriate software method(s), (iii) obtain the correct solution(s), and (iv) (correctly) interpret and display results.  Lastly, by the end of the semester you should be able to judge, for yourself, the veracity of statements made in the areas of our study.

 

EVALUATION

The following are components that will be evaluated.

  1. Literature Review - annotated bibliography (5%)
  2. Assignments – four problem sets (32% - each of the four worth 8%)
  3. Two in-class exams, one midterm (10%) and one comprehensive final (20% )
  4. Project – optimization model (30%)
  5. Attendance at one or more Optimization Seminar (3%) – Optimization Seminar talks that will be held on alternate Mondays, 1:15-2:30, Room 626 (can link to it from the Math Dept web site).  If you cannot make it to one talk because of conflict in schedule, please see me for an alternative.

 

I do give +/- unless your school does not recognize +/- grades in which case I grade without +/-.

A   = 94%-100%   B+ = 88%-90%  C+ = 78% - 80%  D+ = 68% - 70%

A   = 94%-100%   B   = 84%-87%  C   = 74% - 77%  D   = 64% - 67%

A- = 91%-93%      B- = 81%-83%  C-  = 71% - 73%  D-  = 60% - 63%

F  less than 60%

** Graduate students will have extended content, be expected to have a deeper understanding, and be held to higher standards.

 

Note: If your school does not recognize plus/minus, then an A is 93% to 100%, B is 83% to 92%, C is 73% to 82%, D is 60% to 72% and an F is less than 60%.

 

IMPORTANT DATES

Note: Problem sets will be due one week after we finish the associated topics

Literature review and annotated bibliography – February 25th

Project proposal – February 25th

Project division of labor – March 8th

Midterm – March 17th

Project Reports – May 9th

Final Exam – May 10th or May 12th

 

 

General advice: Keep all materials that I turn back in case you think I have not credited you with the points you earned.  I can only correct your score if you have what I have turned back to you. It is a good idea to xerox anything that you turn in just in case I lose what you turn in.  Please check to make sure that the points you earned are the points I have recorded.  The statistics that I have read about correctness of professors in grading and recording grades state that there is a 6% error rate.  Please make sure that I have correctly graded and recorded your points.

 

Advice on exam taking: Some exams may be longer (or more demanding or both) than what you are accustomed.  Thus, it is wise (imperative) for you take exams as follows.  Do all the problems you can do first.  Don't waste too much time on making sure that you have done your arithmetic correctly since arithmetic mistakes are usually discounted at half a point per mistake unless your arithmetic mistake totally trivializes the problem in which case the deduction will be severe.  That is, you should work on generating the most number of points per unit of time.

 

POLICIES

Drops and incomplete grades: See Schedule of Courses for the relevant dates with respect to dropping this course.  The incomplete policy of the Mathematics Department and the College of Liberal Arts and Sciences is strictly enforced.  Incomplete grades are given only in situations in which a student who has been in good standing all semester, is prevented from completing a course assignment (for example the final exam) due to circumstances beyond her/his control (for example, hospitalization, jury duty, revised job assignments, death in the family).

 

Missing Examinations: If you miss a test for acceptable reasons and we have met before the test and agreed that indeed this is the case you will be given a make-up exam.  You are to take the final exam on the given date.  If you have more than two final exams on date of our final, this will have to be resolved at least one week in advance of our final exam.  There are cases where an exam is missed without your being able to notify me ahead of time.  These will be exceptional cases and we can work these out as long as your reasons are legitimate.

 

Legitimate Excuses: Legitimate excuses for missing tests and quizzes are for some situations that are beyond your control.  You may be required to produce official, signed documentation.  If you are needed in a wedding, for example, you must talk to me prior to the (blessed) event.  If you are legally arrested, then this is not a legitimate excuse.  For matters that are within your control, the general rule is that it is not excused.  However, talk to me prior to the event.

 

INSTRUCTIONS FOR LITERATURE REVIEW

You are to review at least five sources that are relevant to your project.  This material needs to be at the level of an upper-level undergraduate or graduate-level.  That is, upper-level textbooks, mathematical/operations research journals or other relevant journals are what is expected.  If you are in doubt about the level, please see me.  Each reference should be written (one page max/min) containing:

1.        (4%) Synopsis of the content,

2.        (2%) Evaluation as to the relevance/importance of the content toward your project,

3.        (2%) How you are going to use the material in your project.

 

INSTRUCTIONS FOR PROJECTS

A project consists of:

1.       Proposal – A formal written proposal is to be submitted for my approval.  A proposal must contain:

a.        Title

b.        An optimization problem

c.        The description of the problem and the data

d.        The methods (software) you will be using to solve the problem

e.        Tasks and subtasks associated with the problem

2.       Division of labor – Once a project is approved, the tasks and subtasks you have identified in your project are given associated due-date, written up and submitted to me.

3.        Software – Each project will likely have associated software development.  If the project does not have a software component, this section will be modified according to the project proposal.  The components of the software development are:

a.        Code - the actual computer implementation of the project.  Attention must be paid to efficiency, readability and portability.

b.        User interface – the way information is passed to the software must be compelling to the client.

c.        Data and inputs

d.        Execution - the algorithm as run must correctly perform what it was designed to do.

e.        Output - relevant, clear display of solution (tables, graphs, images).

f.         Ease – ease of use.

g.    Documentation – an in-line and hardcopy of the documentation on how to use the software needs to be written.  Moreover, help files must be part of the software.

4.       Testing – each project must have a test data set and the optimization model must run on the test data.  Part of the test data is for debugging and verifying that the algorithm is working correctly.  Other data is gathered to solve the specific project problem.

 

FINAL PROJECT REPORT: Each person will need to submit a final report.  This will be done in MS-Word or Latex.  The final report will (subject to modifications we uncover) consist of:

1.       Introduction

2.       Project

a.         Theoretical foundations – theory, application, algorithms

b.        Software – description

c.        Results – solutions, limitations and improvements

3.       Opportunities for further research

4.       Conclusions

5.       Bibliography

6.       Appendices

a.        Source code

b.        Test problems and data

c.       Documentation