CO 602/CM 740 Home Page (Fall 2016)

CO 602/CM 740: Fundamentals of Optimization (Fall 2016)

Handouts so far

websites/links/announcements

Final Exam:
Fri.. Dec. 9, 18:00PM-20:30PM; in MC6486
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.

Interactive Tutorial on Numerical Optimization (animated)
ATTENTION STUDENTS: Put Your Laptops Away; click to see why
Amazing Mixed Integer Programming speedups since 1991-2014 is 200 billion, (and from 1991-2016 is 2.2 trillion) 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

Tuesday, Thursday from 10:00-11:20PM, in RCH 205
Lectures start Sep 8 (Thurs) and end Dec 1 (Thurs).

Instructor

Henry Wolkowicz
MC 6312; 519-888-4567 ext. 35589
Office hours Wed. 3-4PM

Teaching Assistant

Edward Lee; office MC 5023B; phone 519-888-4567 ext. 36895
Office hours: Tues: 3-4PM.

Text

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)

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,