ECE 602 - Introduction to optimization
Instructor
Professor Cathy Gebotys (please email if you have any questions).
Calendar description
Fundamental optimization techniques. Modelling. Shortest path. Network flow. Matching. Set packing, covering, partitioning. Branch and bound. Cutting Planes. Dynamic programming. Search Heuristics. (Students will gain valuable background in optimization techniques that are applicable to a wide range of engineering problems. They will also gain experience using a state of the art optimizer, in solving an optimization problem of their own choice using techniques discussed in the course).
Prerequisites:
none
Corequisites:
none
| Lecture topics | Number of lectures |
| Introduction to models: Feasibility vs Optimal. Deterministic vs Stochastic. Introduction to Deterministic Models: Constraints, Objective functions. | 2 |
| Linear vs NonLinear. Discrete. Classes of problems. NP-complete. Model vs Search space. Simplex review. Duality. | 2 |
| Network Optimization: Shortest paths. Network flow: Maximum Flow, Minimum Cost Flow. Graph Coloring. Matching. | 9 |
| General Modeling. Piecewise-linear. Knapsack. Set Packing/Covering/Partitioning. Assignment. Scheduling. Traveling salesman problem. | 9 |
| Branch and bound. Cutting Planes and Polyhedral Theory. | 6 |
| Dynamic Programming. Search Heuristics. | 7 |
Total lecture hours: 35
The final mark is based on a Project 50% of the student's choice (with instructor approval) and Final Exam 50%.
Lectures will cover all material necessary in the course however reference texts will be put on hold at the library.