Optimization Theory and Applications

General Class Information

A first graduate course in optimization with an emphasis on problems arising in management and engineering applications.  This class will focus on problem formulation, software technologies and analytical methods for optimization.  This serves as an introduction to a wide variety of optimization problems and techniques including linear and nonlinear programming, dynamic programming, network flows, integer programming and decision analysis.

Approved elective in most SOE majors, and a requirement for TIM.  Excellent tools for engineers, economists, mathematicians.

Classes will be recorded and available for download. Details TBA.

Instructor

Name: Kevin Ross (kross@soe.ucsc.edu)

Phone: 831-459-1878

Office: E2 Room 559

Instructor Office Hours

Thursday 12pm-2pm or by appointment

Final Exam

8am, Tuesday December 6 in E2 room 506

Text Books

The required text book for this class is Introduction to Operations Research, 9th edition,  by Hillier and Lieberman.  This is available from the bookstore and comes with very useful software. Older versions of the text are fine, although the homework will be set from the latest edition.

Thorough notes in pdf format will also be provided thanks to previous students in the class. These may be updated occasionally.

The readings in the schedule are from this text.  Students will be expected to read the chapter in advance of the class.  Additional material will be drawn from other sources, including Linear and Nonlinear Programming by Nash and Sofer, where many of the results stated in the main text are proved.

Prerequisites

Students are expected to have a good understanding of linear algebra and calculus.  Please see the instructor if you are unsure of your background.

Assessment

Homework      40%

Midterm Exam 20%

Final Exam      40%

Homework

Five homework sets, assigned approximately every two weeks.

Late assignments will lose 10% per day.

Exams

Exams will be open book and open notes.

You may bring a basic calculator but not a computer.

Instructors and Assistants