ISE 3200 Linear and Integer Programming
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ISE 3200 Linear and Integer Programming
Instructor Prof. Antonio J. Conejo 286 Baker Systems conejo.1@osu.edu 4/13/2021 2
GTA TBD TBD Baker Systems tbd@osu.edu 4/13/2021 3
Textbook
Available in pdf format from OSU libraries!
R. Sioshansi, A. J. Conejo
Optimization in Engineering: Models and Algorithms
Springer, New York, 2017
https://www.springer.com/us/book/9783319567679
4/13/2021 4
Other book
E. Castillo, A. J. Conejo, et al.
Building and Solving Mathematical Programming
Models in Engineering and Science
John Wiley & Sons, Inc., 2001
Check it at the Eighteenth Avenue Library!
4/13/2021 5
e-Office hours Prof. Antonio J. Conejo Wednesdays 1:00PM - 3:00PM, and by appointment: conejo.1@osu.edu 4/13/2021 6
e-Office hours GTA: tbd@osu.edu Fridays TBD Questions? xxx Baker Systems Mondays TBD Problem-solving session xxx Baker Systems 4/13/2021 7
Grading • Four homeworks: 50% (12.5% each) • Midterm exam (closed-book, 1-page 1-side cheating sheet, no electronic devices, no calculator of any type): 25% • Final exam (closed-book, 1-page 1-side cheating sheet, no electronic devices, no calculator of any type): 25% 4/13/2021 8
Grading • Each one of the four homeworks is like a “take-home” exam! • No late homeworks, please. • Hand in: as indicated on CARMEN. • Graded homeworks: one week after handing them in. 4/13/2021 9
Grading: Student Life Disability Services If you need to use the Student Life Disability Services, please provide me with an appropriate justification. 4/13/2021 10
Exams Make sure
you are
here!!!
Midterm Exam:
Tuesday Oct. 12, 2021, 12:45 pm – 2:05 pm, Hitchcock Hall 035
Make sure
you are
here!!!
Final Exam:
Tuesday Dec. 14, 2021, 2:00pm – 3:45pm, Hitchcock Hall 035
4/13/2021 11Key element for A+++ 4/13/2021 12
Course Description In this course we will show that • linear programming (LP) problems are important for industry, • explain how to formulate such problems, • how to solve them and • how to interpret the results obtained. We will do likewise with mixed-integer linear programming (MILP) problems. 4/13/2021 13
Contents 1. Introduction: life is optimization! 2. LP: real-work industry examples 3. LP: formulating problems 4. LP: solving problems 5. LP: interpreting outcomes – sensitivity & duality 6. MILP: real-world industry problems 7. MILP: formulating problems 8. MILP: solving problems and interpreting outcomes 9. Concluding remarks & farewell 4/13/2021 14
What you should know Very basic algebra: 1. To efficiently operate with vectors and matrices, and with algebraic expressions that include vectors and matrices. 2. To manipulate and simplify algebraic expressions. 3. To express a system of linear equations in matrix form, including those that have more unknowns than equations. 4. To solve systems of linear equations. 4/13/2021 15
What you should know Very basic geometry: 1. To characterize a line in a plane (e.g., via slope and intercept, or via two points) 2. To mathematically characterize half-planes. 3. To draw lines and half-planes that are mathematically characterized via equations. 4/13/2021 16
What you should know Very basic technical communication skills: 1. Being able to write simple but correct technical English. 2. Being fluent in Matlab (or the like). 4/13/2021 17
What you should know Very basic applications: 1. Being able to express a simple word problem as a system of linear equations Ax=b (collecting ‘knowns’ in A, b, and ‘unknowns’ in x). 2. Being able to recognize whether or not a function or expression is linear. 4/13/2021 18
Software GAMS: www.gams.com I will carefully explain how to use this software using your own laptop. 4/13/2021 19
Software GNU Octave: https://www.gnu.org/software/octave/ I will carefully explain how to use this software using your own laptop. 4/13/2021 20
Software
• We will do lab work at class
If possible, bring your laptop to class
4/13/2021 21I hope you will enjoy this course! 4/13/2021 22
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