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IE 501: Optimization Models Autumn 2009 Vishnu Narayanan Industrial Engineering and Operations Research Indian Institute of Technology Bombay Lecture 1, 23rd July, 2009 1 Vishnu Narayanan IE 501: Optimization Models General Info Slot 4: M

  1. IE 501: Optimization Models Autumn 2009 Vishnu Narayanan Industrial Engineering and Operations Research Indian Institute of Technology Bombay Lecture 1, 23rd July, 2009 1 Vishnu Narayanan IE 501: Optimization Models

  2. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  3. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  4. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  5. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  6. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  7. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  8. General Info Slot 4: M 1135–1230, Tu 0830–0925, Th 0930–1025 At your service: Vishnu Narayanan Email: vishnu@iitb.ac.in Phone: x-7878 Office: F20, Old CSE Please contact me in this order! Teaching Assistant: Virendra Patidar (virendra.patidar@iitb.ac.in) Course webpage: http://www.ieor.iitb.ac.in/ ∼ vishnu/teaching/ie501/ Check this page and moodle regularly. 2 Vishnu Narayanan IE 501: Optimization Models

  9. Textbooks/References Wayne L. Winston, Operations Research: Applications 1 and Algorithms , 4th edition, Thomson Learning, 2004. Wayne L. Winston, Introduction to Mathematical 2 Programming: Applications and Algorithms , 4th edition, Duxbury, 2003. H. Paul Williams, Model Building in Mathematical 3 Programming , 4th edition, John Wiley and Sons, 1999. Ashok D. Belegundu and Tirupathi R. Chandrupatla, 4 Optimization Concepts and Applications in Engineering , Pearson Education India, 1999. H. Taha, Operations Research: An Introduction , 8th 5 edition, Prentice Hall India, 2002. 3 Vishnu Narayanan IE 501: Optimization Models

  10. Grading Regular homework assignments (40%). Modeling, solution, theory, computation. Will be posted on the webpage every monday! Project (10%). Formulate and solve a real-world optimization problem. Mid-sem exam (20%) and Final exam (30%) . Audit students: do all of the above and get a passing grade (undergrads: DD, PhD/MSc/M.Tech/Dual degree/rest: CC) for award of AU. Cheating ⇒ Severe penalty 4 Vishnu Narayanan IE 501: Optimization Models

  11. Grading Regular homework assignments (40%). Modeling, solution, theory, computation. Will be posted on the webpage every monday! Project (10%). Formulate and solve a real-world optimization problem. Mid-sem exam (20%) and Final exam (30%) . Audit students: do all of the above and get a passing grade (undergrads: DD, PhD/MSc/M.Tech/Dual degree/rest: CC) for award of AU. Cheating ⇒ Severe penalty 4 Vishnu Narayanan IE 501: Optimization Models

  12. Grading Regular homework assignments (40%). Modeling, solution, theory, computation. Will be posted on the webpage every monday! Project (10%). Formulate and solve a real-world optimization problem. Mid-sem exam (20%) and Final exam (30%) . Audit students: do all of the above and get a passing grade (undergrads: DD, PhD/MSc/M.Tech/Dual degree/rest: CC) for award of AU. Cheating ⇒ Severe penalty 4 Vishnu Narayanan IE 501: Optimization Models

  13. Grading Regular homework assignments (40%). Modeling, solution, theory, computation. Will be posted on the webpage every monday! Project (10%). Formulate and solve a real-world optimization problem. Mid-sem exam (20%) and Final exam (30%) . Audit students: do all of the above and get a passing grade (undergrads: DD, PhD/MSc/M.Tech/Dual degree/rest: CC) for award of AU. Cheating ⇒ Severe penalty 4 Vishnu Narayanan IE 501: Optimization Models

  14. Grading Regular homework assignments (40%). Modeling, solution, theory, computation. Will be posted on the webpage every monday! Project (10%). Formulate and solve a real-world optimization problem. Mid-sem exam (20%) and Final exam (30%) . Audit students: do all of the above and get a passing grade (undergrads: DD, PhD/MSc/M.Tech/Dual degree/rest: CC) for award of AU. Cheating ⇒ Severe penalty 4 Vishnu Narayanan IE 501: Optimization Models

  15. What we will learn Modeling fundamentals Linear programming Network models Combinatorial optimization Mixed-integer programming 5 Vishnu Narayanan IE 501: Optimization Models

  16. What we will learn Modeling fundamentals Linear programming Network models Combinatorial optimization Mixed-integer programming 5 Vishnu Narayanan IE 501: Optimization Models

  17. What we will learn Modeling fundamentals Linear programming Network models Combinatorial optimization Mixed-integer programming 5 Vishnu Narayanan IE 501: Optimization Models

  18. What we will learn Modeling fundamentals Linear programming Network models Combinatorial optimization Mixed-integer programming 5 Vishnu Narayanan IE 501: Optimization Models

  19. What we will learn Modeling fundamentals Linear programming Network models Combinatorial optimization Mixed-integer programming 5 Vishnu Narayanan IE 501: Optimization Models

  20. Modeling fundamentals Problems from science, engineering, business, and social sectors Continuous and discrete problems Constrained and unconstrained problems Single- and multi-stage models Formulations and equivalences 6 Vishnu Narayanan IE 501: Optimization Models

  21. Modeling fundamentals Problems from science, engineering, business, and social sectors Continuous and discrete problems Constrained and unconstrained problems Single- and multi-stage models Formulations and equivalences 6 Vishnu Narayanan IE 501: Optimization Models

  22. Modeling fundamentals Problems from science, engineering, business, and social sectors Continuous and discrete problems Constrained and unconstrained problems Single- and multi-stage models Formulations and equivalences 6 Vishnu Narayanan IE 501: Optimization Models

  23. Modeling fundamentals Problems from science, engineering, business, and social sectors Continuous and discrete problems Constrained and unconstrained problems Single- and multi-stage models Formulations and equivalences 6 Vishnu Narayanan IE 501: Optimization Models

  24. Modeling fundamentals Problems from science, engineering, business, and social sectors Continuous and discrete problems Constrained and unconstrained problems Single- and multi-stage models Formulations and equivalences 6 Vishnu Narayanan IE 501: Optimization Models

  25. Linear Programming Geometry and algebra of Simplex method Duality and complementary slackness Sensitivity analysis Post-optimal analysis 7 Vishnu Narayanan IE 501: Optimization Models

  26. Linear Programming Geometry and algebra of Simplex method Duality and complementary slackness Sensitivity analysis Post-optimal analysis 7 Vishnu Narayanan IE 501: Optimization Models

  27. Linear Programming Geometry and algebra of Simplex method Duality and complementary slackness Sensitivity analysis Post-optimal analysis 7 Vishnu Narayanan IE 501: Optimization Models

  28. Linear Programming Geometry and algebra of Simplex method Duality and complementary slackness Sensitivity analysis Post-optimal analysis 7 Vishnu Narayanan IE 501: Optimization Models

  29. Network models Decision problems involving network flows (shortest path, . . . ) Modeling problems as shortest paths, maximum flow, minimum cost flow, etc. Integrality of solutions Matching, assignment, and transportation problems Multi-stage flows 8 Vishnu Narayanan IE 501: Optimization Models

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