CO 602/CM 740 Home Page (Fall 2014)

CO 602/CM 740: Fundamentals of Optimization (Fall 2014)

Handouts so far

websites/links/announcements

current list of assignment MARKS
Final Exam: in MC4042 on Fri. Dec. 5th, 4:00-6:30pm.
makeup: in MC6486, Sat. Dec. 6th, 12:30-3:00pm.
MATLAB: registered students can use it in Nexus labs or access it remotely from windows.student.math; off campus you need to invoke vpn first.
MATLAB: Interactive Comp. Math. Tutorial

Amazing Mixed Integer Programming speedups since 1991, from INFORMS/14 talk by Dimitries Bertsimas. And further details from (a GUROBI founder) Bob Bixby Univ. of Florida talk
link to Prof. Wolkowicz course on Continuous Optimization, Jan, 2012
Argonne/NEOS's optimization guide
Mittelman & Spellucci's guide to optimization software
SIAM home page
Mathworks home page
Wolkowicz' home page
C & O Dept

Computational Mathematics at UofW
R. Tyrrell Rockafellar quote/watershed

Course goal

To learn fundamentals of optimization problems and the algorithms to solve them. Coverage includes linear and nonlinear problems and discrete and continuous problems.

Course time and location

Monday,Wednesday,Friday, from 2:30-3:20PM, in MC 6486
Lectures start/end: Sep 8(M)/Dec 1(M).

Instructor

H. Wolkowicz
MC 6312; 519-888-4567 ext. 35589
Office hours: Wed. 4-5PM and Thurs. 2-3PM

Teaching Assistant

Dessalegn Hirpa; office MC5141; phone 519-888-4567 ext. 32159
Office hours: Tues: 2-3PM, Thurs: 4-5PM

Texts (for supplementary information only)

D. Bertsimas and J. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997
(on 3 hour reserve in Davis Centre Library and for sale at the bookstore)
Others - TBA

Prerequisites

Mathematical background should include linear algebra, multivariate calculus, and elementary graph theory. Knowledge of programming in C, Fortran, Python or MATLAB (preferred) is also a prerequisite.

Henry Wolkowicz, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1,