| MS&E 211|
Linear and Nonlinear Optimization
Optimization often goes by the name Mathematical Programming. The latter name tends to be used in conjunction with finite-dimensional optimization problems, which in fact are what we shall be studying here. The word "Programming" should not be confused with computer programming which in fact it antedates. As originally used, the term refers to the timing and magnitude of actions to be carried out so as to achieve a goal in the best possible way.
|Course Contents and Schedules|
First Half of the Class
Week 1 (chapters 1,2,3)
Class 1: Introduction with examples from the field Class 2: Hidden LPsWeek 2 (chapters 4-9)
Class 3: Geometry of LP: Feasible regions, feasible directions and optimal region Class 4: Simplex methodWeek 3 (chapters 10-13)
Class 5: Recap simplex, Transportation simplex class 6: Sensitivity, DualityWeek 4 (chapters 13,14)
Class 7: duality and dual economic interpretation Class 8: more on sensitivityweek 5:
class 9: more duality applications class 10: midterm review
Second Half of the Class
|Working in groups versus working alone|
Students in MS&E 211 are expected to turn in their own homework solutions. This does not preclude consultation with the instructor, the course assistant, or other students. Homework is intended to promote learning and to give practice in answering questions about the course material. It should be kept in mind that the (in-class) written examinations will be individual efforts, hence excessive reliance on help from others may have its drawbacks.
In addition to our office hours, there will be a ``problem session'' on most Fridays (the time will be announced soon). This problem session will review lecture topics of each week, and would show you homework samples and their slutions; and they will be vedioed as well.
There will be a required project for those students taking this course as a project-course. We will distribute the project description on the fourth week. For those student who are not taking it as a project-course, you can do the project for a bonus. The grades for project and non-project students will be graded separately.
|Other MS&E courses on optimization|
The MS&E Department has several other courses in optimization and related topics. Those focusing primarily on optimization as such are:
MS&E 111 (=E62), 212, 310, 311, 312, 313.
Courses emphasizing applied settings in which optimization plays a major role are:
MS&E 251, 302, 322, 339, 334, 344, 351, 361.
For descriptions of the content of these courses, as well as those in other departments, consult the Stanford Bulletin.