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Material for the EPFL course MATH-265 "Introduction to optimization and operations research"

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optimization_2024

Material for the EPFL course MATH-265 "Introduction to optimization and operations research"

Exercises for each week should be done in the order that you prefer based on the lectures that you have followed.

Note: If lectures have not covered the subject of the exercise, you can skip them and do them the following week.

Exercises and laboratories

In this document, we explain week by week the planned exercises in Jupyter Notebook.

Week 1: modeling

  • Coola Coola --> lab01
  • Karush-Kuhn-Tucker --> lab04
  • Standard form --> lab05
  • Existence --> lab06

New labs

  • projectile 1
  • projectile 2

Week 2: linear constraints

  • Active constraints --> lab06
  • Feasible directions --> lab02
  • Vertices and feasible solutions --> lab03
  • Basic directions -> lab04

New labs

  • lab01 Feasibility

Week 3: linear constraints

  • Reduced costs --> lab05
  • Redundant constraints --> lab07

Week 4: simplex

  • Pivoting --> lab05
  • Simplex algorithm --> lab03
  • Simplex tableau (describe the elements) --> lab04
  • Multiple choice questions --> lab08
  • New labs:

  • lab01: enumeration
  • lab02: graphical solution
  • lab06: simplex tableau

Week 5: simplex & duality

simplex

  • Initial tableau --> lab07

duality

  • Duality and feasibility --> lab01
  • Dual problem --> lab02

Week 6: duality & networks

duality

  • Complementarity slackness --> lab03

Networks

  • Network properties --> lab01
  • Flows and divergences --> lab02
  • Trees --> lab03

Week 7: Mock exam

Week 8: networks & transhipment

  • Formulation and standard form --> lab03
  • Optimality conditions --> lab04

Week 9: transhipment

  • Total unimodularity --> lab01
  • Shortest path --> lab02
  • Maximum flow --> lab05
  • Transportation --> lab06
  • Buying train tickets --> lab07

Week 10: shortest path

  • Generic algorithm --> lab01
  • Bellman subnetwork --> lab02
  • Dijkstra algorithm --> lab03

Week 11: shortest path

  • PERT --> lab05

Week 12: discrete optimization

  • Branch and bound --> lab01
  • Modeling --> lab02
  • Set covering --> lob03
  • Traveling salesman problem --> lab04

Week 13: discrete optimization

  • B & Bound integer problem --> lab01
  • Relaxation --> lab05

Week 14: nonlinear optimization

  • First Wolfe --> lab01
  • Second Wolfe --> lab02
  • Newton local --> lab03
  • Preconditioning --> lab04
  • Line search --> lab06
  • Multiple choice questions --> lab07

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