Math 421: Mathematical Optimization, Applications, and Analysis

Fall Semester 2005

August
Tuesday Thursday
23
Introduction to Operations Research
paper
25
Math Programming Formulations

Due Today: Homework 1

30
Linear Programming Formulations

Reading: Sections 3.2, 3.4, and 3.5

Due Today: Homework 2


 
September
Tuesday Thursday
1
The Simplex Method: Background

Handout: LP

Reading: Sections 4.1 - 4.3
6
The Simplex Method: Algorithm

Reading: Sections 4.3 - 4.4
8
Lab 1: Math Programming in Excel

Due Today: Homework 3

Reading: Section 4.8
13
The Simplex Method: Issues

Reading: Sections 4.5 - 4.6

Handout: More Fun with Tableaux
15
The Revised Simplex Method

Reading: Sections 5.1 - 5.2

Handout: Yet More Fun with Tableaux
20
Duality

Reading: Section 6.1

Handout: Duality
22
Duality II

Reading: Sections 6.3, 6.4

Handout: Duality II
27
Sensitivity Analysis

Reading: Sections 6.5 - 6.7

Handout: Sensitivity Analysis
29
Lab 2: The Diet Problem
 
October
TuesdayThursday
4
No Classes - Fall Break
6
No Classes - Fall Break
11
Project 1a: Budget Woes

Due Today: Homework 4
13
Mentoring Field Trip:
Forest Service Fire Behavior Research Laboratory in Missoula
open to all students in CS, Math, and Engineering
18
Question and Answer before Exam

Exam I
20
Project 1b: More Budget Woes
25
Branch and Bound

Due Today: Exam 1

Reading: Sections 11.5 - 11.7

Handout: Branch and Bound
27
Project 1c: Yet More Budget Woes
 
November
TuesdayThursday
1
3
Project 2: Artistic Differences
8
Gradient Search

Reading: Sections 12.1-2, 12.5

Handout: Gradient Search
10
Lab 3: NLP in Excel
15
Lab Day: Quick and Dirty Guide to Matlab
17
Project 3: Unconstrained Optimization
22
Work on Project 3
24
No Classes - Thanksgiving Break
29
Lab 4: Portfolio Analysis Lab
Excel File
 
December
TuesdayThursday
1
Work on Project 3
6
Work on Project 3
8
13
Final Exam
1:00 p.m. - 2:45 p.m.
15
mark parker
Last modified:7 December 2005