Instructor: | Marcel Oliver |
Email: | m.oliver@jacobs-university.de |
Phone: | 200-3212 |
Office hours: | Tu 11:00, We 10:00 in Research I, 107 |
TA: | TBA |
Lectures: | Tu, Th 15:45-17:00 in the Campus Center East Wing |
01/09/2020: | Introduction, Simple linear programming problems |
03/09/2020: | Linear Programming: Graphical Solution R. Larson, Elementary Linear Algebra, Chapter 9.2 |
08/09/2020: | Review: Underdetermined linear systems Old class handout on Gaussian elimination |
10/09/2020: | Standard form of an LP problem, slack variables, geometry of feasible region |
15/09/2020: | Solving a simplex tableau Class notes, Section 1 |
17/09/2020: | Introduction to Pyomo Modeling Ipython notebooks as shown in class |
22/09/2020: |
Sensitivity, shadow prices, and duality Van Roy and Mason, Section 4.1 |
24/09/2020: | Another simplex method example;
weak duality theorem Van Roy and Mason, Section 4.2.1 Duals in a transportation network Class notes, Section 3 (start) |
29/09/2020: | Strong Duality Theorem Class notes, Theorem 2 with proof |
01/10/2020: |
Network Optimization I: Transportation Problem Hillier and Lieberman, Chapter 8 |
06/10/2020: | Network Optimization II: Shortest path,
minimum spanning tree, and
maximum flow problems; linear programming formulation for
shortest path and maximum flow Hillier and Lieberman, Sections 9.1-9.5 (focus on LP formulation of these problems) |
08/10/2020: | Network Optimization III: Network duals and
their interpretation;
Minimum cost flow problem Hillier and Lieberman, Section 9.6 |
13/10/2020: | Network Optimization IV: Pyomo
implementations; arbitrage detection. Project management, critical path, project crashing Hillier and Lieberman, Section 10.3, 10.5 |
15/10/2020: | Two player zero sum games
(Van
Roy and Mason, Section 4.4) Arbitrage detection (example graph, code) |
20/10/2020: | TBA |
22/10/2020: | Review |
27/10/2020: | Mock Midterm Exam |
29/10/2020: | Dynamic Programming I: Shortest path
revisited, "Local Job Shop" problem Hillier and Lieberman, Section 11.1, Section 11.3 Example 4 |
03/11/2020: | Dynamic Programming II: Distribution of
effort problem, "Hit-and-Miss Manufacturing Co." Hillier and Lieberman, Section 11.3 Example 2, Section 11.4 Example 6 |
05/11/2020: | Inventory Theory I: EOQ model and variants Hillier and Lieberman, Sections 19.2 and 19.3 |
10/11/2020: | Inventory Theory II: EOQ with stochastic
demand, stochastic single-period model for perishable products Hillier and Lieberman, Sections 19.5 and 19.6 |
12/11/2020: | Inventory Theory III: Deterministic
periodic review model; Review of Bayes' rule Hillier and Lieberman, Section 19.4; for Bayes' rule see, e.g., these MIT open courseware notes, Section 7 |
17/11/2020: | TBA |
19/11/2020: | Decision analysis, decision trees, and the
expected value of information Selected topics from Hillier and Lieberman, Chapter 15 |
24/11/2020: |
Nonlinear Programming I: Basic examples;
using Ipopt as a solver for linear and nonlinear programming
problems Hillier and Lieberman, Section 13.1 |
26/11/2020: | Special types of nonlinear programs,
turning nonlinear programs into linear programs, convexity;
Using Pyomo to solve nonlinear programs Selected topics from Hillier and Lieberman, Chapter 13 |
01/12/2020: | TBA |
03/12/2020: | Review for final exam |
TBA: | Final Exam |