Math 4620/5620

Math 4620/5620: Linear and Nonlinear Optimization

Announcements

· The final exam is on Thursday, May 2 at 10:10 am. The exam is comprehensive but there will be some emphasis on the material covered after Test 2. The exam is closed book, closed notes, one sheet of reminders allowed.

· Test 2 is on Tuesday, April 9 at class time. It will include the material covered after Test 1 till Network Simplex (including). The emphasis is on Sensitivity Analysis, Duality Theory, Network Simplex. The test is closed book, closed notes.

· Test 1 is on Thursday, February 22 at class time. The topics are LP modeling, graphical solution of LPs, Simplex method. The test is closed book, closed notes.

Course materials

· Practice problem on LP modeling

· Practice problem on Simplex

· Practice problem on Network Simplex (solution in class)

· Practice problems on min cost flow problem Solutions

· Practice problem on sensitivity analysis (solution in class)

· Solved examples on Nonlinear Programming

· Practice problems for the final (solutions in class):

Simplex and Sensitivity Analysis

Nonlinear Programming

Links to online rooms

Melkonian Office Hours Room in Microsoft Teams

Useful links

· AMPL (software for solving linear, integer and non-linear programming problems)

· AMPL customers and case studies

· INFORMS Resources

· John Mitchell's Optimization Pointers

· Linear Optimization with Applications

· Math Modeling: Getting Started and Getting Solutions

· Applications to radiation therapy (slides 32 to 51)

· Applications of Operations Research in Healthcare

· Top ten algorithms of the 20th century

· Operations Research among best jobs