New this week
General Information
Textbook
Syllabus
Slides
Class summaries
Quizzes
BOC_quizzes
Grading
Homework
Project
Exams
Handouts
OR/MS Links
more on GAMS
================================================
New this week (Week 14, Dec. 12 to 16)
Last year's final exam with answers can be found here.
A large number of problems with answers can be found here..
The files named set... contain the answers to problems that can be found in the texbook by W. and V.
The files named xxx(yy) contain the answer to problem yy on page xxx of the textbook by W. and V.
=========================================
One part of HW10 (HW10_Prob3.doc) will be done in groups. Look at the two models in the solution of Problem 3 of the midterm, posted on canvas.
Write a gams code for each model (for the first model, you can choose to use bottles or gallons). Append the listing and the output file.
For this part, one answer per group. Look at HW10_Prob3.doc for more details.
The other part of HW 10 consists of 2 problems (HW10_Prob1 and HW10_Prob2). It will be due Monday Dec. 12 at 3 pm. For this part, one answer per student.
Problem 1 is available as HW10_Prob1_complete.doc. Problem 2 is available as HW10_Prob2_complete.doc.
The due date has been postponed until 3pm Monday.
=========================================
The presentations for project 2 will be on the following days:
Tuesday, 6 to 9 pm, in G55 JMHH
Wednesday, 7:30 to 10:30, in 265 JMHH.
=========================================
Information about the final exam:
ESE -504- 401 STIT B6 Friday Dec 16 12:00 PM - 2:00 PM.
=========================================
Yang will have a Q&A review session on Monday 2-4 pm, room TBA.
Nikhit ... TBA.
Monique will be in her office 2-5 pm on Tuesday, to answer questions about the project and the course material.
================================================
New this week (Week 13, Dec. 6 and 8)
The answers to quizzes 3 and 4 are in the folder quizzes.
=========================================
Information about the final exam:
ESE -504- 401 STIT B6 Friday Dec 16 12:00 PM - 2:00 PM.
=========================================
Project 1 has been graded and feedback, when needed, was uploaded to the first person in alphabetic order in each group.
The best overall report is posted here for your benefit.
=========================================
This last week, we will further study NLP and IP.
=========================================
Thursday's class (Dec. 1) was recorded. Here is the link:
click here.
=========================================
Quiz 3 is available in the quiz folder, but not the answers. Very few people did well...
So, you will get the same quiz again next Tuesday in class. You should try to figure out the correct answers by then... on your own!
=========================================
One part of HW10 will be done in groups. Look at the two models in the solution of Problem 3 of the midterm, posted on canvas.
Write a gams code for each model (for the first model, you can choose to use bottles or gallons). Append the listing and the output file.
One answer per group. Look at Problem 3 for more details.
The other problems of HW 10 are been added as the material is covered in class.
Part of Problem 1 is available here.
HW10 will be due Dec. 9 at midnight.
================================================
New this week (Week 12, Nov. 29-Dec. 1)
Thursday's class was recorded. Here is the link:
click here.
=========================================
Quiz 3 is available in the quiz folder, but not the answers. Very few people did well...
So, you will get the same quiz again next Tuesday in class. You should try to figure out the correct answers by then... on your own!
=========================================
The first part of HW10 will be done in groups. Look at the two models in the solution of Problem 3 of the midterm, posted on canvas.
Write a gams code for each model (for the first model, you can choose to use bottles or gallons). Append the listing and the output file.
One answer per group.
The other problems of HW 10 will be posted a little later, as the material is covered in class. It will be due Dec. 8 before class.
=========================================
The answers and comments on grading are posted on canvas under files for problems 2 and 3. Nikhit will post the same for problem 1 shortly.
=========================================
You can find an example of Fibonacci search
here.
You can also find more material on this method here.
=========================================
You are responsible for reading (and being able to use correctly) the material on convex/concave functions in Winston's textbook, section 12.3, p. 673-678.
You may want to look at the corresponding pages here.
The slides for this Tuesday are in the folder class19_20.
=========================================
Homework 9 will be due Dec. 1 before class. Problems 1 and 2 are now available here.
=========================================
Second reading assignment (end): Do the following:
(1) read the following short paper, briefly describe the difference between set covering, set packing and set partitioning problems, and cite a couple of applications for each,
(2) explain in one paragraph how the problems of Air New Zealand are related to, but are somewhat different from, some of the above problems.
(3) Conclude your report by a paragraph describing briefly what you have learned from this reading assignment.
Email this to ese504 at yahoo.com no later than December 4. One report per group.
================================================
New this week (Week 11, Nov. 22)
There will be no office hours this Wednesday.
=========================================
Homework 8 will be due November 22 before class. Problem 1 is available here.
Problem 2 is tentatively available here too, but check here regularly for possible modifications (but no additional work).
=========================================
There will be a quiz on Tuesday.
=========================================
The file Chapter_07_rev3.ppt has been replaced by Chapter_07_rev4.ppt. The section on assignment problems had a typo on slide 67.
This typo had been corrected on the assignment-only file called assgnt_problem_rev2.ppt, but not in the chapter_07 file.
Just to make sure, section 7.5 has been removed. Section 7.6 has purposely not been renumbered.
=========================================
This week, we will start the study of nonlinear programming problems.
The slides for this Tuesday and next Tuesday are available under slides as class19_20.
================================================
New this week (Week 10, Nov. 15 and 17)
Homework 8 will be due November 22 before class. Problem 1 is available here.
Problem 2 will be posted after Thursday's class.
=========================================
This week, we will study assignment and transportation algorithms.
The slides for Tuesday are available under slides as class17.
================================================
New this week (Week 9, Nov. 8 and 10)
Homework 7 is available here. It is due on Tuesday Nov. 15.
=========================================
The second reading can be found here.
Concentrate first on the problems that the authors are trying to solve. Write a paragraph describing them.
More instructions will follow. There is nothing to return right now. You will have to add to that paragraph a bit later.
=========================================
Since I have not heard from anyone wanting to change group for the second project, I assume that you are all happy with your current group.
And I am very happy about this :-)
So now is the time to let us know what you are proposing to do as your second project.
Please send to ese504 at yahoo.com by next Tuesday before class a one-page proposal per group, including
(1) a reasonably detailed description of the problem (no model at this point), and
(2) a short literature review of papers addressing the same or a similar problem.
We will look at your proposals and make suggestions if necessary.
=========================================
The summary prepared by group Caracas has been slightly updated.
=========================================
Read carefully the section called "Example 11" and "Example 12" in Winston et al. on p. 314-317.
See the difference between maximizing profit and maximizing revenue.
=========================================
The midterm is going to be during class time on Tuesday.
================================================
New this week (Week 8, Nov. 1 and 3)
MIDTERM INFORMATION AND INSTRUCTIONS
(1) The midterm will be on Tuesday Nov. 8, 3-4:30. It will be in SHDH 350 and SHDH 215.
We will let you know on Monday which of the two rooms you will be assigned to.
You can find a past in-class midterm with answers here.
I added a short paragraph to explain how to compute (10) in Problem 3.
(2) You should make sure that you come with a pen or pencil, a ruler, an eraser, a simple calculator (no programmable calculator, and your cellphone cannot be used as a calculator, sorry!).
Every year, a few students forget to take a calculator along. Given the size of this class,
we will NOT have extra calculators to lend for the exam.
It is your responsibility to come to the exam room with what you need.
(3) When you arrive in the room you will be assigned to in SHDH, you will be asked to leave your bag(s) near the door.
You can only take with you pen, ruler, eraser and calculator. No food or drink. We will provide blue books.
(4) No cellphone will be allowed in the exam room.
If you cannot live without yours, make sure you turn it OFF, and place it in your bag.
You cannot use it as a calculator. Period.
(5) The exam is closed book, but you can have a one-page double-sided cheat sheet. Only hand written ones will be allowed. No Xerox copy.
You are not allowed to write down any homework answer or any extensive part of the book. Use your judgement.
Your sheet will be will be collected with your exam, you should write your name LEGIBLY on it, and it will be returned to you with your graded exam.
(6) No cheating will be tolerated during the exam. It is a serious offense and you are only cheating yourself.
You are here to learn and to learn how to learm...
(7) You will only be allowed to ask CLARIFYING QUESTIONS about vaguely phrased problems.
(8) Please try to arrive ten minutes early.
(9) I expect that you will all do a great job! See you on Tuesday.
=========================================
There are problems with answers for practice here.
=========================================
The slides for Thursday's class are under class 15 in slides.
=========================================
Some recently added class summaries are available here.
=========================================
There was a BOC (beginning of class, "mock") quiz in class. You can find it here as quiz3, with answers..
================================================
New this week (Week 7, Oct. 25 and 27)
The first problem of HW6 is available now. Problem II will be posted on Thursday.
Correction: HW6 will have only one problem, Problem 1, because you also have to return the first project.
HW6 will count as a quiz, i.e., like 1/2 of a normal homework.
=========================================
A file discussing what to do if there are still artificial variables in the basis
at the end of Phase I can be found here.
=========================================
The answers to quiz 2 are here.
=========================================
The slides for class13 are available under slides.
=========================================
================================================
New this week (Week 6, Oct. 18 and 20)
There was a second quiz in class on Thursday 10/20. I suggest you study it a bit more before I post the answers.
=========================================
Next class (10/25) we'll start discussing in greater detail sensitivity analysis, a very important concept.
=========================================
The summary (classnotes) prepared by group Atlanta is available here.
The summary (classnotes) prepared by group Brussels is available here.
=========================================
The midterm will be on Nov. 8, 3-4:30. It will be in SHDH 350 and SHDH 215, we will let you know in advance which of the two rooms you will be assigned to.
You can find a past in-class midterm with answers here.
Homework 5 is available here . For your convenience, it is available both as a .pdf and as a .doc file.
HOMEWORK INFORMATION
Homework #4 is available on Canvas and is due on Tuesday 10/18 before class on Canvas.
The summary showing the format to be used when solving by the simplex method by hand is available under summaries (to be used for the homeworks).
It was generated using excel, but all entries were computed manually.
The conventions used replicate those of the slides, with a couple modifications:
the column of the incoming variable (which was nonbasic at 0 and increases until the first decreasing basic variable reaches 0)
and the row of the outgoing variable (the basic variable that becomes 0 first and thus becomes nonbasic at 0)
are highlighted in yellow.
The cell of the pivot is highlighted in brown.
The value of the pivot at each iteration is specified in the leftmost column.
The determinant of the current basis (not written) is equal to the product of all pivots so far,
and the denominators in the new tableau should only be factors of that determinant.
The determinant of the final basis (the determinant of the optimal basis) is written at the bottom of the first column,
after one has found the optimal tableau.
=========================================
The second reading will be available soon.
=========================================
The notes for classes 10 and 11 are available under slides.
================================================
New this week (Week 5, Oct. 6 and 13)
Please read the
rules for Project 1.
Problem 1 is an investment problem, it is available
here.
Problem 2 is a production scheduling problem, it is available
here.
=========================================
Here is the final version of HW4. We made a few changes to the questions to clarify some points.
In other words, it is the same set of questions, re-packaged a bit differently.
=========================================
I have prepared an expanded summary of today's class. The second part will be added ASAP.
Let me know if you find any typo or mistake.
=========================================
There are a number of applets available on the web. They may not be perfect, but they might help you.
You may want to look at these:
this applet
or this one .
I somewhat prefer this one,
probably because it contains much more material :-)
=========================================
Reminders:
Class attendance is compulsory. It will be checked without prior warning.
Unannounced in-class quizzes will check student's understanding of the material.
Two quizzes are equivalent to one homework.
Students can miss two homeworks without penalty (for reasons such as illness, interviews, etc.)
without having to give an explanation.
However, any HW not returned beyond these two will get a score of 0.
So you should use this sparingly, just in case, or not at all.
================================================
New this week (Week 4, Sept. 29 and Oct. 4)
Please check the groups on this classlist and let me know if there is any mistake.
=========================
Today's BOC (beginniong of class) quiz is here as well as its solution.
=========================
HW 3 is available here.
=========================
Once you have read the paper in Interfaces, ask yourself what you have learnt reading it, not technically, but about the way such a project can/should be managed.
Write a short note summarizing your thoughts. No more than one page per group.
Start with the paper's title and reference (author(s), journal, pages, publication date), then write your group name and the name of all members, then your short report.
Save it as a pdf file and email it to ese504 at yahoo.com before class on Thursday.
=========================
You are responsible for reviewing these slides.
Let us know if you have any problems.
================================================
New this week (Week 3, Sept. 22 and 27)
There will be a 20 minute quizz at the beginning of class tomorrow, Tuesday 9/27 (the next one will not be announced). Then Nikhit will teach the rest of the class.
Remember that one quiz = half a homework.
If you have a Mac that can run windows programs, you should download a demo version of LINDO from
this website
and click on "download classic LINDO".
Reminder: Class attendance is compulsory. It will be checked without prior warning.
Unannounced in-class quizzes will check student's understanding of the material.
Two quizzes are equivalent to one homework.
The first reading is the paper in Interfaces of March/April 2005 vol. 35 no. 2, p. 133-139. You can download it online from the Penn library system.
You should form groups of 4 students and each group should write a one-page review (typed, as a pdf file) and return it online to the ese504 email address by October 6.
You will get more detailed instructions next week, but you should start reading the paper now.
The notes for class 5 are available under slides.
Homework #2 is available here.
Homework #2 is due on Tuesday 27 Sept. online. Scan it and email it to ese504 at yahoo.com.
Office hours: Nikhit, on Monday 4:45-5:45, room JMHH 608.
Monique, on Wed., 5-6, room 541, 5th floor, OPIM Dept., JMHH.
================================================
New this week (Week 2, Sept. 15 and 20)
Homework #2 is available
here.
The first reading is the paper in Interfaces of March/April 2005 vol. 35 no. 2, p. 133-139. You can download it online from the Penn library system.
You should form groups of 4 students and each group should write a one-page review (typed, as a pdf file) and return it online to the ese504 email address by October 6.
You will get more detailed instructions next week, but you should start reading the paper now.
The notes for classes 3 and 4 are available under slides.
Homework #1 is due on Tuesday before 3.
Office hours: Nikhit, on Monday 4:45-5:45, room JMHH 608 .
Monique, on Wed., 4:30-6, room TBA. Check here.
================================================
New this week (Week 1, Sept. 8 and 13)
Class attendance is compulsory. It will be checked without prior warning.
Unannounced in-class quizzes will check student's understanding of the material.
Two quizzes are equivalent to one homework.
Students can miss two homeworks without penalty (for reasons such as illness, interviews, etc.) without having to give an explanation. However, any HW not returned beyond these two will get a score of 0. So you should use this sparingly, just in case, or not at all.
The first homework is available.
To see how to invert a matrix in Excel, go to this
link .
The file is also in this folder
as matrix_inv.pdf.
The first two project reports (anonymous) can be found in this
folder.
back to the top
Course Description Optimization problems arise in a wide variety of systems including
manufacturing systems, transportation systems, financial systems, and
telecommunication systems. This course covers major mathematical
models of optimization problems -- linear programming, network flow,
integer programming, and nonlinear programming. We will focus on
formulation issues and solution methodologies for these classes of
optimization models. Audience
================================================
General Information
Excerpt from the first article quoted about G.B. Dantzig:
"Dr. Dantzig's seminal work allows the airline industry, for example, to schedule
crews and make fleet assignments. It's the tool that shipping companies use to
determine how many planes they need and where their delivery trucks should be
deployed. The oil industry long has used linear programming in refinery
planning, as it determines how much of its raw product should become different
grades of gasoline and how much should be used for petroleum-based byproducts.
It's used in manufacturing, revenue management, telecommunications, advertising,
architecture, circuit design and countless other areas."
We will use several optimization software
packages, first the easy-to-use commercial packages, LINDO
and possibly EXCEL. These are good for small problems but data entry can be tedious.
Another class of solvers work on algebraic formulations, and are useful in
particular when one must solve several problems with the same structure,
such as transportation or assignment problems. One of these is LINGO,
an extension of LINDO, also available on the CD that comes with the text.
Another one is GAMS (General Algebraic Modeling System). It
is both an interface between us, the users, and commercial "solvers",
i.e., software packages that are designed to solve one or more of the
model types mentioned above, and a language, in which one can write
models and to some extent algorithms for solving them, using, or not,
the solvers provided. GAMS is available on a number of servers on campus.
You should download the academic demo version available on the GAMS
website (look for information, documentation, and links, at
http://www.gams.com.,
http://www.gams.com/presentations/orms_sungrid.pdf,
and
http://www.gamsworld.org.)
You can learn more on how to use
GAMS here
Background
This course assumes elementary background in multivariate differential calculus and in linear algebra, plus familiarity with vector/matrix notation and arithmetic.Instructor and TA
Prof. Monique Guignard-Spielberg
Office: 5th floor, OPIM Dept., JMHH
Phone: 215-898-8235
Email: guignard_monique at yahoo.fr
URL: http://opim.wharton.upenn.edu/~guignard
The teaching assistant will be Nikhit Balasubramanian.
His email address is nikhit at seas.upenn.edu.
Office hours: Nikhit, on Monday 3-6, room JMHH 608.
Monique, on Wed., 5-6, room 541, 5th floor, OPIM Dept., JMHH.
If you have questions or concerns related to the course, the teaching team can be reached at the following email address:
ese504 at yahoo.com
Use personal email for messages that you mean to be read only by one of us.
Course Syllabus
Students must read the material before/after class. The material covered in class will often differ from the readings, as the emphasis will be more on concepts and on more rigourous presentations of algorithms, using matrix notation and higher dimension problems. Homeworks will cover both the chapter material and class material.
The syllabus for fall 2011 can be found
here.
Slides
There are more slides in each class folder than will be covered in class.
It is the student's reponsibility to look at the files not seen in class before coming to the next class.
These extra files are there to allow students to deepen their understanding of the course material.
Class #1
all files for class 1 .
Class #2
all files for class 2 .
You are responsible for reviewing the material in Chapter 2. You may find the following material by Sarper
and/or by Orlin
helpful.
Class #3
all files for class 3 .
Class #4
all files for class 4 .
Class #5
all files for class 5 .
Class #6
all files for class 6 .
Class #7
all files for class 7 .
Class #8
all files for class 8 .
Class #9
all files for class 9 .
Class #10
all files for class 10 .
Class #11
all files for class 11 .
Class #12
all files for class 12 .
Class #13
all files for class 13 .
Class #14
all files for class 14 .
Class #15
all files for class 15 .
Class #16
all files for class 16 .
Classes #17 and #18
all files for classes 17 and 18 .
Classes #19 and #20
all files for classes 19 and 20.
Classes #21, #22 and #23
all files for classes 21, 22 and 23.
A good weather channel :
http://www.wunderground.com/US/PA/Philadelphia.html
The University calendar for fall 2010.
|
ESE 504 |