Systems Optimization: Models and Computation (SMA 5223)

Lecture Notes

Lec #	TOPICS
1	Optimization Modelling and Computaional Issues in Radiation Therapy (PDF ‑ 1.5MB)
2	Increasing the Computational Effectiveness of the Simple Method (PDF) Working with the Basis Inverse Over a Sequence of Iterations (PDF)
3	Applied Lagrange Duality for Constrained Optimization (PDF)
4	Simple Routines for Optimization (PDF - 2.2 MB)
5	Telecommunications System Design: Minimum-Cost Embeddings of Reliable Virtual Private Networks (PDF ‑ 1.5MB) Exact Algorithms for the Minimum-Cost Embeddings of Reliable Virtual Private Networks into Telecommunications Networks (PDF)
6	Column Generation (PDF)
7	Column Generation II: Application in Distribution Network Design (PDF) Shu, Jia, Zuo-Jun Max Shen, and Chung-Piaw Teo. “Stochastic Transportation-Inventory Network Design Problem.” Operations Research 53: 48-60.
8	Module on Large-Scale Integer Programming and Combinatorial Optimization (PDF)
9	Introduction to Convex Constrained Optimization (PDF)
10	Facility Location and Distribution System Planning (PDF)
11	Network Design: Network Loading and Pup Matching (PDF)
	Midterm Exam
12	Pattern Classification: Separable Problems
13	Pattern Classification, and Quadratic Problems (PDF)
14	Solution Methods for Quadratic Optimization (PDF)
15	E-commerce Application
16	Notes for Class: Analytic Center, Newton’s Method, and Web-Based ACA (PDF)
17	Truss Design and Convex Optimization (PDF)
18	Issues in Non-Convex Optimization
19	Stochastic Linear Optimization, and Extensions (PDF)
20	Optimization under Uncertainty (PDF)
21	Benders’ Decomposition Methods for Structured Optimization, including Stochastic Optimization (PDF)
22	Introduction to Semidefinite Programming (SDP) (PDF)
23	Truss Structures - Natural Frequency Manipulation via SDP (PDF ‑ 1.5MB) Smith, Jeffrey, Jessica Hodgins, Andrew Witkin, and Irving Oppenheim. “Creating Models of Truss Structures with Optimization.” ACM Transactions on Graphics (TOG) 21, no. 3 (2002): 295-301.
24	Selfish Routing in Capacitated Networks (PDF) System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion (PDF ‑ 1.4MB) Effective Route Guidance in Traffic Networks (PDF) Effective Route Guidance in Traffic Networks (cont.) (PDF)