Handouts so far
- Syllabus
- Course requirements and marking policy
- Problem Set 1 and the solutions for probset 1 and comments from the marker.
- Problem Set 2; Comments on problems (solutions were handed out in class)
- Problem Set 3; and MATLAB file pivotLP.m; and the solutions for probset3 (please ask if you need clarification) Two related MATLAB files are: perturbset3prob2.m and solnsset3prob2.m.
- Problem Set 4; comments from the marker; and the solutions for Problem Set 4 MATLAB files: probset4prob1p1.m, probset4prob1p2.m, simplex.m, reg.m,
- Problem Set 5; Three mat files for problem 1: finddualprob1.mat, finddualprob2.mat, finddualprob3.mat. Comments from the marker;; *solutions* (thanks Tor!)
- Problem Set 6; (due thurs nov 10, midnight) and Solutions(Thanks Masoud!)
- Class Quiz
- Problem Set 7; (due Mon nov 21, midnight); a MATLAB program for the matrix rounding and the solutions, pdf file (Thanks Masoud again!)
-
Practice Final (web only handout)
Another Practice Final (web only handout) (Replace Prim's algorithm in problem 6 with one of the greedy algorithms that we convered in class.) - Problem Set 8; (due Thurs Dec 8, midnight); solutions, and solution MATLAB file
websites/links/announcements
- current list of assignment MARKS
- comments on lectures and texts/reading assignments
- Final Exam: Wednesday, December 14, 2011, 12:30-3:00pm, MC 4064
- MATLAB can be used in the labs on nexus in MC3006/3009 or unix in MC3008.
- MATLAB: Interactive Comp. Math. Tutorial
- link to Prof. Wolkowicz course on Continuous Optimization, Jan, 2012
- Argonne's optimization guide
- Mittelman & Spellucci's guide to optimization software
- SIAM home page
- Mathworks home page
- Wolkowicz' home page
- C & O Dept
- Computational Mathematics at UofW
Course goal
To learn fundamentals of optimization problems and the algorithms to solve them. Coverage includes linear and nonlinear problems and discrete and continuous problems.Course time and location
Monday, Wednesday, Friday, 9:30-10:20AM, MC4059Instructor
H. WolkowiczMC 6065
519-888-4567 ext. 35589
Office hours: Mondays 3:00-4:00 and Thursdays 2:30-3:30.
AND extra hour: Tues Dec 13, 2:00-3:00
Teaching Assistant
Tor MyklebustMC 5147, 519-888-4567 x33861
Office hour: Fridays 2:00-3:00PM
Texts
-
D. Bertsimas and J. Tsitsiklis,
Introduction to Linear Optimization,
Athena Scientific, 1997
(on 3 hour reserve)
-
D. Bertsekas, Nonlinear Programming: 2nd Edition.
Athena Scientific, 1999, first 100 pages. Note: these pages
are available as a course handout available for purchase from
Campus
Graphics
