2011S: Optimization (168)
Instructor: Prof. Matthias Köppe
TA: Robert Hildebrand
Time and Location
Wellman 1,
MWF 0310-0400P
Textbook
Robert J. Vanderbei, Linear programming foundations and extensions, 3rd edition
ISBN-13: 978-0387743875
The book is available electronically via the UC Library at http://dx.doi.org/10.1007/978-0-387-74388-2
(If you're connecting from off-campus, you'll need to use the UC Library VPN.)
You can also order a print copy (soft cover) for $24.95 from SpringerLink.
Topics
We will mostly follow the department syllabus.
We will cover one additional topic not on the department syllabus:
Integer linear optimization.
Grading
10% Class participation*
20% Homework
30% Midterm exams
40% Final exam
There will be two midterm exams. The lower grade of the two midterms
will be dropped.
Homework will be announced on SmartSite. No late homework will be
accepted, unless there is a documented emergency.
* Lectures will be interactive. I will ask questions on material from previous lectures and the required reading, and general questions that require to actively follow the current class.
Homework and announcements will appear on SmartSite. Auditors: If you would like to audit this class, send me your UC Davis id, and I can add you to SmartSite.
Exam Dates
Midterm 1 (in class): Wednesday, Apr 27
Midterm 2 (in class): Friday, May 20
Final exam: as announced on MyUCDavis
Modeling/Computational Homework Execrcises
Homework will include proof exercises, modeling/computational
exercises and programming exercises.
If you don't have an account on the department computers, you need to get a class
account from http://www.math.ucdavis.edu/comp/class-accts
We will be using the ZIB Optimization Suite (SCIP, SoPlex, ZIMPL) in class.
Please read the ZIMPL (optimization modeling language) documentation at:
http://zimpl.zib.de/download/zimpl.pdf
The software is installed on the departmental computers in the directory ~mkoeppe/public/258b
Type
~mkoeppe/public/168/scip
to start the SCIP shell.
You can read ZIMPL models by typing
read MODELFILE.zpl
Use the interactive documentation of SCIP by typing
help
to learn about SCIP.
Please follow the examples in the ZIMPL documentation using SCIP.
You can also install SCIP on another computer. The download page (source and precompiled binaries) is here: scip.zib.de/download.shtml
Precompiled versions for Windows and Linux are available. I don't know whether Mac OS X is supported, but you can try compiling the source code.
Programming Exercises
There will also be programming exercises as part of the homework. They can be completed in a high-level programming
language of your choice.
Additional Reading
The following books are useful additional reading.
- Jiri Matousek and Bernd Gärtner: Understanding and Using Linear Programming, Springer, 2007
- Available as an electronic text at http://dx.doi.org/10.1007/978-3-540-30717-4 (If you're connecting from off-campus, you'll need to use the UC Library VPN.)
- Chapter 4 provides a nice introduction into the polyhedral geometry behind linear optimization and the simplex method.
- Bradley, Hax, Magnanti: Applied Mathematical Programming
- A general introduction to mathematical optimization, including integer linear optimization, from an applied point of view. This is a bit dated (1977), but still a good reading on the basic material.
- A re-typeset version of this 1977 MIT classic is available online as a full text