CSI 4150 (Winter 2019): course description

Description: CSI 4150 Introduction to Optimization Methods (3 units). Linear optimization models and their solution. Modelling techniques for linear programming problems, the simplex solution method, duality theory, sensitivity analysis, interior point methods. Formulation of problems as integer linear programs, solution methods such as branch and bound and cutting plane algorithms. Prerequisite: CSI 3105.

WEB PAGE: www.eecs.uottawa.ca/~lucia/courses/4150-19/
Assignment submission will be done at the virtual campus
PROFESSOR: Lucia Moura
tel: 562-5800 ext. 6678
email: lmoura@uottawa.ca
OFFICE HOURS: Office: SITE 5-027 
Mondays 3:00-4:00; Fridays 1:00-2:00
TA CONTACT: Mingzhi Sha, msha096@uottawa.ca
LECTURES Lecture 1: Wednesday 13:00 - 14:30 MRN 130
Lecture 2: Friday 11:30 - 13:00 MRN 130

TEXTBOOK: Textbook:
Jiri Matousek and Bernd Gartner, Understanding and using Linear Programming, Springer, 2007

Other references:

  • Vasek Chvatal, Linear Programming, 1983.
  • Kevin Wayne, Slides Linear Programming I, II, II. http://www.cs.princeton.edu/~wayne/kleinberg-tardos/
    Linear and Integer Programming are used for solving problems involving many decisions that are modelled with linear constraints. These problems have many applications in engineering, science, business and industry. In this course you will gain experience in modelling and solving this type of decision-making problems. The algorithm will focus on algorithms for their solution. The course will require some basic knowledge of linear algebra.
    1. Introduction to Linear Programming and Integer Programming.
    2. Modeling practical problems with Linear Programming and Integer Programming.
    3. The Simplex Method and other methods for solving Linear Programming.
    4. Theory of Linear Programming and Duality.
    5. Branch-and-bound and cutting plane methods for solving Integer Programming.

    MARKING SCHEME: 25 marks (A) Assignments (4 assignments + weekly questions due Wed in class)
    25 marks (M) Midterm test
    50 marks (F) Final Exam
    100 marks (G) Grade

    if (M+F)/70 >= 50% then G= A+M+F+B
    else G=(M+F)*10/7

    Midterm date: Sunday March 3, 10:00AM-12:00noon room STE-F0126

    Dates from the University of Ottawa Academic Calendar:
    First lecture: January 9
    Study break: February 17-23
    Last date to drop: March 22
    Last lecture: April 5