15.057 | Spring 2003 | Graduate

Systems Optimization

Readings

These texts are useful references both for the course material and the modeling tools we will rely on:

[Moore] = Decision Modeling with Microsoft Excel, Sixth Edition, by Moore, Weatherford, Eppen, Gould and Schmidt, Prentice Hall

[Fourier] = AMPL A Modeling Language For Mathematical Programming, by Fourer, Gay, Kernighan, Boyd & Fraser

LEC # Topics Readings
1 Introduction Chapters 1 & 2 of Moore et al.
2 Network Models: Assignment & Transportation Sect. 5.1-5.4 of Moore et al.
3 Network Models: Shortest Path & Transshipment Sect. 5.10-14 of Moore et al.
Sect. 5.6 of Moore et al.

Pages 43-51 of Fourer et al.

Scan Chapters 1-8 and 10 of Fourer et al.

4 Introduction to LP Chapter 3 of Moore et al.
5 Application: Revenue Optimization Chapter 3 & 5 of Moore et al.
6 Production Planning, Workforce Scheduling. Chapter 5 of Moore et al.
7 Conflicting Objectives, Robust Optimization.

8 Integer Programming Chapter 6 of Moore et al.

Chapter 20 of Fourer et al.

9 IP Modeling Chapter 6 of Moore et al.
10 Case Study: Ford Finished Vehicle Delivery

11 Location Models

12 Non-Linear Programming Chapter 7 of Moore et al.

Chapter 18 of Fourer et al.

13 Application Portfolio Optimization Chapter 7 of Moore et al.
14 Non-Linear Programming Chapter 7 of Moore et al.
15 Team Presentations

16 Heuristics I

17 Team Presentations

18 Heuristics II

19 Team Presentations

20 Optimization, Heuristics and Uncertainty

21 Team Presentations

Course Info

As Taught In
Spring 2003
Level