everything.study
15.057

Systems Optimization

Graduate · Historical course

Spring 2003

Topics

  • Introduction
  • Network Models: Assignment & Transportation
  • Network Models: Shortest Path & Transshipment
  • Introduction to LP
  • Application: Revenue Optimization
  • Production Planning, Workforce Scheduling
  • Conflicting Objectives, Robust Optimization
  • Integer Programming
  • IP Modeling
  • Case Study: Ford Finished Vehicle Delivery
  • Location Models
  • Non-Linear Programming
  • Application Portfolio Optimization
  • Team Presentations
  • Heuristics I
  • Heuristics II
  • Optimization, Heuristics and Uncertainty

Readings

  • [Moore] = Decision Modeling with Microsoft Excel, Sixth Edition , by Moore, Weatherford, Eppen, Gould and Schmidt, Prentice Hall
    Listed reading
  • [Fourier] = AMPL A Modeling Language For Mathematical Programming , by Fourer, Gay, Kernighan, Boyd & Fraser
    Listed reading
  • LEC #: 1 · Topics: Introduction · Readings: Chapters 1 & 2 of Moore et al.
    Reading assignment
  • LEC #: 2 · Topics: Network Models: Assignment & Transportation · Readings: Sect. 5.1-5.4 of Moore et al.
    Reading assignment
  • LEC #: 3 · Topics: Network Models: Shortest Path & Transshipment · Readings: Sect. 5.10-14 of Moore et al. Sect. 5.6 of Moore et al.
    Reading assignment
  • Scan Chapters 1-8 and 10 of Fourer et al.
    Listed reading
  • LEC #: 4 · Topics: Introduction to LP · Readings: Chapter 3 of Moore et al.
    Reading assignment
  • LEC #: 5 · Topics: Application: Revenue Optimization · Readings: Chapter 3 & 5 of Moore et al.
    Reading assignment
  • LEC #: 6 · Topics: Production Planning, Workforce Scheduling. · Readings: Chapter 5 of Moore et al.
    Reading assignment
  • LEC #: 8 · Topics: Integer Programming · Readings: Chapter 6 of Moore et al.
    Reading assignment
  • Chapter 20 of Fourer et al.
    Listed reading
  • LEC #: 9 · Topics: IP Modeling · Readings: Chapter 6 of Moore et al.
    Reading assignment
  • LEC #: 12 · Topics: Non-Linear Programming · Readings: Chapter 7 of Moore et al.
    Reading assignment
  • Chapter 18 of Fourer et al.
    Listed reading
  • LEC #: 13 · Topics: Application Portfolio Optimization · Readings: Chapter 7 of Moore et al.
    Reading assignment
  • LEC #: 14 · Topics: Non-Linear Programming · Readings: Chapter 7 of Moore et al.
    Reading assignment
  • The texts Decision Modeling with Microsoft Excel, Sixth Edition by Moore, Weatherford, Eppen, Gould and Schmidt, Prentice Hall and AMPL A Modeling Language For Mathematical Programming by Fourer, Gay, Kernighan, Boyd & Fraser, are useful references both for the course material and the modeling tools we will rely on. We will provide additional material as the course progresses.
    Listed reading
Sources