Instructor: Professor Katta G. Murty, 2773 IOE Bldg., 763-3513, katta_murty@umich.edu, Office Hours: Mon 2-3:30 PM, Wed 2-3 PM, and by appointment.
GSI: , G815 IOE Bldg., , , Office Hours:Tue, Thu 4-5 PM.
Time & Room: Mon, Wed 8:30 to 10:30 AM, 1610 IOE. Lab: PC training room A & B, Media Union.
Prerequisites: An undergraduate course in linear or matrix algebra (Math 214 or Math 417 or equivalent).
Background Required: Elementary matrix algebra (concept of linear independence, bases, matrix inversion, pivotal methods for solving linear equations).
Course objectives: To provide the student with a basic understanding of optimization, its importance, and applications.
Lecture Notes (Transparencies):
| Syllabus (.ps file) | (.pdf file) | |
| Notes 1: OR (Pages 1 - 23) (.ps file) | (.pdf file) |
Notes 2: Decision making by quantitative analysis (Pages 24-26) (.ps file) | (.pdf file) |
| Notes 3: Early history of related topics (Pages 27-42) (.ps file) | (.pdf file) |
Notes 4: How to build a mathematical model (Pages 43-46) (.ps file) | (.pdf file) |
| Notes 5: Modeling linear programs (Pages 47-71) (.ps file) | (.pdf file) |
Notes 6: Solving 2 variable LPs geometrically (Pages 72-78) (.ps file) | (.pdf file) |
| Notes 7: Simplex method for LP (Pages 79-101) (.ps file) | (.pdf file) |
Notes 8: Duality in LP, optimality conds. (Pages 102-113) (.ps file) | (.pdf file) |
| Notes 9: Balanced transportation problem (Pages 114-126) (.ps file) | (.pdf file) |
Notes 10: Integer programming & combinatorial optimization (pages 127-153) (.ps file) | (.pdf file) |
| Notes 11: Dynamic programming (DP) (Pages 127-153) (.ps file) | (.pdf file) |
Notes 12: Project scheduling by CPM (Pages 154-175) (.ps file) | (.pdf file) |
| Notes 13: Computer project problems (Pages 176-198) (.ps file) | (.pdf file) |
Notes 14: Using AMPL at CAEN (Pages 199-208). (.ps file) | (.pdf file) |
Additional Information:
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