IND E 599G

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Introduction to Optimization Models

As of the 2010/2011 year this course is required for first year QERM students. It is also a new class, and as such should be expected to evolve more quickly in the first few years. As of now the course is not even listed under the Industrial Engineering class list, so I've lifted the description from our syllabus:

"Optimization models are used in a wide variety of applications. This course focuses on developing optimization formulations that are appropriate for the situation at hand. The course will use a number of applications from industrial, mechanical, civil and electrical engineering, financial optimization models, health care systems, environmental ecology, and forestry. The problems will span many types of optimization models, such as linear programming, integer programming, quadratic assignment problem, nonlinear convex problems and black-box models. Multi-criteria optimization will be discussed, and how to incorporate randomness into optimization models, such as chance-constraint programming and scenario-based stochastic programming."

This course was designed to be a broad, but shallow, introduction to optimization via mathematical programming. For this reason very little theory of the solving algorithms were covered, nor any rigorous mathematical proofs of MP. The goal was to cover a wide variety of problems that can be solved using these techniques, learn how to formulate them, and ultimately solve them with existing software (AIMMS).

AIMMS

This software package was required for the course. It was used to solve selected homework problems, parts of the midterm, as well as a large final project. AIMMS is commercial software, but there are two options for students: (1) use a trial license of which the only apparent restriction was a limit on variables or (2) request an academic license which (in theory) must be used on a PC on the university's network. See their website for more information:

AIMMS Licensing Options

Note that the software only works on Windows. The only QERM students who have taken it are the 2010/11 cohort, so contact them for further information or advice.

Useful Files

Professor Zelda Zabinksi give permission to upload the following files:

  • Syllabus from Autumn 2010. Note that this was the first offering of this particular course, so the syllabus was not strict. In general the class didn't make it through as much of the material as hoped, and the order was changed.
  • Lecture Notes. Pretty self-explanatory. Undoubtedly will change in the coming years, but gives a good sense of what is covered.
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