Instructor:          Metin Türkay

Office:                 ENG-205

Phone:                1586

E-Mail:                mturkay@ku.edu.tr

Classes:             TU&Th 10:00-11:15 SCI-Z07

Office Hours:      Mo&We 10:00-11:30; Tu&Th 13:00-14:30

Brief Description

This course covers the models and algorithms for optimization problems.  The theory and properties of solution methods for linear programming problems will be covered.

Textbook

Bazaraa, M.S., J.J. Jarvis and H.D. Sherali, “Linear Programming and Network Flows”, 4th edition, Wiley, 2009, New Jersey.

Supplementary Text

Lecture Notes

Course Objectives

This course is designed to expose students to the fundamental concepts of modeling and algorithms for optimization problems. The course emphasizes setting up optimization models from problem description and solving linear programming problems using the simplex method and its advanced implementations. The students will be exposed to the theoretical foundations of linear programming problems. The role of duality and sensitivity analysis for linear programming problems are examined.  The range of problems that can be modeled and solved as linear programming problems are illustrated in engineering and management with computer implementations.

Learning Outcomes

The students are expected to acquire the following skills in this course:

– Develop a fundamental understanding of linear programming models,

– Able to develop a linear programming model from problem description,

– Apply the simplex method for solving linear programming problems,

– Apply the revised simplex method to solve linear programming problems,

– Express the dual of a linear programming problem and solve the resulting dual problem using the dual simplex method, interpret the results and obtain solution to the primal problem from the solution of the dual problem,

– Conduct sensitivity analysis for linear programming problems and interpret the results,

– Apply the Hungarian method for solving assignment problems,

– Apply the transportation simplex method to solve transportation problems,

– Demonstrate hands-on problem solving skills for linear programming problems using GAMS Modeling Environment and a variety of solvers.

Workload Breakdown

The students are expected to spend the following number of hours in this course:

Homework

Homework is given to expose students to more complex problems and understanding of the theory, and to evaluate their abilities and knowledge. Students should be prepared to spend considerable time for preparing these homework.

Homework/project submission

Students are expected to submit their homework before the due date and time. Failing to do so will result in 25% grade reduction for each late day.

Exams

Exams for this course are similar to any other: They are entirely targeted at evaluating the performance of students.  So no form of information exchange will be permitted.  There will always be a reasonable time limit at the exams.  There are two Midterm exams and a Final exam at the end of the semester.

Grading

Final grades will be determined as follows:

Course Outline

Note: Topics to be covered and grade percentages may be modified by the course instructor.

Koç University Official Statement on Academic Honesty

Attendance Policy

All students are required to attend classes and discussion sessions such as tutorials, labs and problem sessions.  The course instructor will take attendance.

The students who fail to attend 1/3 of classes and discussion sessions may get an automatic F.

Exercises from 3rd Edition: Ch2, Ch3, Ch4, Ch5, Ch6
 

Exercises from 4th Edition: Ch1, Ch2, Ch3, Ch4, Ch5, Ch6

All exercises listed below are from the 4th edition: