DOC PREVIEW
Clemson MTHSC 440 - Course Syllabus

This preview shows page 1 out of 2 pages.

Save
View full document
View full document
Premium Document
Do you want full access? Go Premium and unlock all 2 pages.
Access to all documents
Download any document
Ad free experience
Premium Document
Do you want full access? Go Premium and unlock all 2 pages.
Access to all documents
Download any document
Ad free experience

Unformatted text preview:

Mathematical Sciences 440/640 (Fall, 1997)Mathematical ProgrammingCourse SyllabusInstructor: Matthew J. SaltzmanOffice: Martin O-223 Phone: 656-3185E-mail: [email protected] Wide Web: http://www.math.clemson.edu/faculty/SaltzmanOffice Hours: MWF 10:00am–11:30am, or by appointment.Class Time/Room: MWF 9:05am–9:55am, Martin M-302.Description: Mathematical programming is the study of techniques for finding an optimalvalue of some objective function subject to a set of constraints. Problems of thisnature arise as models of decision processes in many areas of business, engineeringand other fields. This course will cover the essential mathematical foundations ofvarious mathematical programming problems and solution methods. We will discussthe mathematical properties of linear programs (LPs), integer programs (IPs), andnonlinear programs (NLPs) and techniques for solving them, as well as issues thatarise in solving such problems on computers. In addition we will look at applications ofoptimization techniques in areas such as production/distribution, scheduling, routing,budgeting and resource allocation. Students will construct models of representativeproblems and solve them on the computer.Topics: • Linear programming applications and formulations.• Geometry and algebra of linear programs.• Linear programming duality.• The simplex and revised simplex algorithms.• Post-optimality analysis.• Network flow problems and the network simplex algorithm.• Integer programming models, exact and heuristic solution methods.• Nonlinear programming models and theory.• Other topics, such as dynamic programming or interior point LP algorithms (timepermitting).Prerequisites: A thorough understanding of systems of linear equations is important, asis a certain amount of “mathematical maturity” (read: experience with theorems andproofs of modest difficulty). Familiarity with linear algebra (matrices), multivariatedifferential calculus, and computer programming are very helpful. (Although we willnot be writing computer programs, we will be using packaged programs [primarilyAMPL, available in the PC labs] to solve math programming models.)1Textbooks:• Operations Research: Deterministic Optimization Models,byK.G.Murty,Pren-tice Hall, 1995 (required).• Linear Programming,byVaˇsek Chv´atal, 1983 (on reserve in the library).• AMPL: A Modeling Language for Mathematical Programming,byR.Fourer,D.M. Gay, and B. W. Kernighan, Duxbury/Wadsworth, 1993 (suggested, also onreserve in the library).Grading:Homeworks 10%Projects 3 × 10%Midterms 2 × 15%Final Exam (cumulative) 30%Total 100%Ground Rules:Attendance: You are strongly encouraged to attend class. The class time is yourprimary opportunity to clarify points of difficulty, learn about the instructor’sexpectations on tests, and get help with problems. It is also the best time for theinstructor to get to know you, which is usually to your benefit.In case of unscheduled instructor absence, class will be canceled after 15 minutes.Assignments: Homework will be assigned each class. Although I will not generallycollect assignments, you are welcome to turn in any solutions on which you wouldlike comments. I will give assignments to turn in on occasion.Projects: There will be three short projects to be completed in teams of three studentseach. Each project will involve the development and solution of a mathematicalprogramming model of significant size using AMPL. A written report describingthe model and analyzing the solution in the context of the application will berequired.Exams: There will be no makeup exams. Missed exams will be given a grade of zero.The only exception to this policy will be absence for verifiable medical reasons ora valid University excuse.Final Grades: Your final grade will be based on your performance relative to yourclassmates (i.e. on a


View Full Document

Clemson MTHSC 440 - Course Syllabus

Documents in this Course
Load more
Download Course Syllabus
Our administrator received your request to download this document. We will send you the file to your email shortly.
Loading Unlocking...
Login

Join to view Course Syllabus and access 3M+ class-specific study document.

or
We will never post anything without your permission.
Don't have an account?
Sign Up

Join to view Course Syllabus 2 2 and access 3M+ class-specific study document.

or

By creating an account you agree to our Privacy Policy and Terms Of Use

Already a member?