CO 602/CM 740: Fundamentals of Optimization (Fall 2010)

Handouts so far

• Syllabus
• Course requirements and marking policy
• Problem Set 1.
• Problem Set 2. Here is the test data for Q4. This data contains three test cases for input variable x. In two of the three cases, the output data is also provided so you can check your program.
• Problem Set 1 solutions are available on UWACE
• Problem Set 3. Here is the test data for Q4. This data contains three test cases for input variable A.
• Problem Set 2 solutions are available on UWACE
• Problem Set 4. Routines for Q1: SEFlinprog1.m, extendtobasis.m. Test cases for simplex: foureight.mat, nineeighteen.mat, fourtwelve.mat, foursix.mat. Here is a test-case in which the basis needs to be extended after Phase 1 is complete: mustextendbasis.mat.
• Problem Set 3 solutions are available on UWACE
• Problem Set 5. Test case for Q1: degenerate.mat.
• Problem Set 4 solutions are available on UWACE
• Problem Set 6. For Q4 you need the routines queue.m and makeoutarcs.m. The test graph is in testgraph.mat. The correct solution in the s=1 case is given in the file correct_answer_for_s_equal_1.mat.
• Problem Set 5 solutions are available on UWACE
• Problem Set 6 solutions are available on UWACE
• Problem Set 7. Necessary subroutine for Q1: priorityQueue.m. Test cases for Q1: sevennode.mat and eightnode.mat. Correct solution for sevennode: correctAnswerForSevennode.mat.
• Problem Set 7 solutions are available on UWACE
• Problem Set 8.
• Practice Final (web only handout).
• Another Practice Final (web only handout).

Some relevant websites

• Argonne's optimization guide
• Mittelman & Spellucci's guide to optimization software
• SIAM home page
• Mathworks home page
• Vavasis's home page
• C & O Dept
• Computational Mathematics

Course goal

Course time and location

Instructor

Teaching Assistant

Texts

• D. Bertsimas and J. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997
  
• D. Bertsekas, Nonlinear Programming: 2nd Edition. Athena Scientific, 1999, first 100 pages. Note: these pages are available as a course handout available for purchase from Campus Graphics
  

Prerequisites