Department of Mathematical Sciences

CARNEGIE MELLON UNIVERSITY

21-257 Models and Methods for Optimization, 9 units, Fall, 2018

Instructor: Dr. Russ Walker, WEH 6219, rw1k@andrew.cmu.edu, 268-9657
Text: Walker, Introduction to Mathematical Programming, Pearson Custom Publishing version,
Fifth Edition, 20016.

1 Introduction
At the conclusion of the course, the student will be expected to be able to

• Recognize a problem appropriate for solution by mathematical programming,

• Formulate a problem as a mathematical program when appropriate,

• Understand some of the mathematics underlying mathematical programming, and

• Understand some of the algorithms and software used in mathematical programming.

The listed prerequisite for this course is 21-256 Multivariate Approximation and Analysis.
However, the main prerequisite content is the ability to use row operations to solve linear systems
of equations, and this ability can be acquired in a variety of other courses.
We will cover the material in Chapters 1 and 3, §§4.1 – 4.3, §§5.1-5.3, §§8.1, 8.2, 8.6, and
additional topics from Chapters 4, 5 and 8 as time permits. Linear programming is the central
topic.

2 Class procedures.
There will be frequent handouts. You should pick them up as you come into class. There will
be a reading assignment for each class – see the schedule below.
The lecture will meet MWF at 11:30 in DH 2122 and the recitation will meet on Thursdays at
8:30 in BH 235A. The Teaching Assistant is Ananya Uppal whose email is auppal@andrew.cmu.edu
and office is Wean 7110.
Homework. Doing problems is essential for understanding, and there will be frequent home-
work assignments. Homework will count for 20% of the grade. You will be expected to use Excel
Solver to do some homework problems. Solver in Appendix B. Homework will be assigned and
collected in lectures, and late homework will not be accepted. Assignments will also be posted
on the Canvas site. Homework will be returned in recitations. The Teaching Assistant has a
mailboxin Wean Hall 6113. You can turn in your work there in advance of the lecture if you
will be unable to attend.
Homework will be due at the beginning of class, and access to the submitted
homework will not be permitted following the start of class.
Students may work together on homework, but each student should write up his or her own
solutions. Computers and calculators may be used on homework, but students are responsible
for knowing how to determine the solution by hand on tests.
21-257 Syllabus 2

Some students qualify for special accommodations such as extra time on tests or special
seating arrangements. If you have documentation supporting such a request, please present it
as soon as possible, and certainly well before the first test. I will try to assist with reasonable
requests.
Courtesy is expected at all times. You are preparing to enter a professional workplace and
you should practice the expected behavior here.

3 Evaluation
There will be three tests. The components of the course will be weighted as follows in determining
the course grade:

Each of the two highest tests: 20%

The lowest test: 15%
Homework: 20%
Final: 25%

The highest possible grade cutoffs will be 90% for an A, 80% for B, 70% for C, and 60% for
a D. These cutoffs may be lowered slightly, but will not be increased. The low homework score
and low quiz score will be dropped.
The standards of academic honesty found at

https://www.cmu.edu/student-
affairs/theword/acad standards/creative/academic integrity.html

will be strictly enforced. The minimum penalty for a violation by submitting work other than
your own will be failure on the test or assignment.

Make-up exams. Make-ups for hour tests may be at least partially oral. They will be given only
for documented reasons of illness, family emergency, or participation in a University sponsored
event. Please try to arrange a make-up at the earliest possible time if one seems appropriate.
Students who miss a test for unacceptable reasons will have their score on the make-up reduced.

4 Suggestions
It helps to work together, as long as you do so constructively. Work steadily, not just before
tests. My time for students is under utilized, and my current schedule is available online.
Pick up and retain all of your graded work. Occasionally a score gets entered incor-
rectly. You should have your work available both to study from and to facilitate any needed
correction in your record.
Take care of yourself. Do your best to maintain a healthy lifestyle by eating well, exercis-
ing, avoiding drugs and alcohol, getting enough sleep and taking some time to relax. This will
help you achieve your goals and cope with stress.
21-257 Syllabus 3

All of us benefit from support during times of struggle. You are not alone. There are many
helpful resources available on campus and an important part of the college experience is learning
how to ask for help. Asking for support sooner rather than later is often helpful.
If you or anyone you know experiences any academic stress, difficult life events, or feel-
ings like anxiety or depression, we strongly encourage you to seek support. Counseling and
Psychological Services (CaPS) is here to help: call 412-268-2922 and visit their website at
http://www.cmu.edu/counseling/. Consider reaching out to a friend, faculty or family member
you trust for help getting connected to the support that can help.

5 Course schedule
This schedule is subject to change. You should read the suggested material before coming to
class. Do not plan your end of the semester trip home until you have seen your final schedule.

M, Aug 27: Introduction to the course. Read §§1.1-1.3.

W, Aug 29: Review of solving linear systems of equations. Read §§2.5-2.6.
R, Aug 30: Graphical solution to linear programs. Read §1.4
F, Aug 31: Graphical solutions continued; Slack variables. Read §§3.1-3.2.
Homework 1 due.
W, Sep 5: The simplex algorithm – the central topic! Read §3.3.
R, Sep 6: Simplex algorithm.
F, Sep 7: The simplex algorithm continued.
M, Sep 10: The simplex algorithm and extreme points. Read §3.4, especially Example 3.4.3.
Homework 2 due.
W, Sep 12: Application examples. Read §3.5.
R, Sep 13: More examples.
F, Sep 14: The simplex algorithm for general constraints. Read §3.6, pages 127-135.
M, Sep 17: Handling unrestricted variables. Read §3.6, pages 135-137.
Homework 3 due.
W, Sep 19: Setting up initial simplex tableaux for general problems.
F, Sep 21: Solving linear programs using LINDO and Excel. Read Appendix A1.
M, Sep 24: Review.
W, Sep 26: Test 1
R, Sep 27: No recitation.
F, Sep 28: Intro to the dual and minimization problems. Read §§4.1, 4.2, pages 143-153.
M, Oct 1: The dual of a linear program. Read §4.2, pages 153-160.
Homework 4 due.
W, Oct 3: The dual of a general linear program; Complementary slackness
F, Oct 5: Duality concluded; Sensitivity analysis of the righthand side. Read §4.3, pages 165-172.
21-257 Syllabus 4

M, Oct 8: Sensitivity analysis of objective function coefficients. Read §4.3, pages 172-177.
Homework 5 due.
W, Oct 10: Example of the application of sensitivity analysis.
F, Oct 12: Conclusion of sensitivity analysis.
M, Oct 15: Introduction to graphs and networks. Read §5.1.
Homework 6 due.
W, Oct 17: Introduction to the transportation problem. Read §5.2, pages 203-206.
R, Oct 18: No recitation - Mid-semester break
F, Oct 19: No class - Mid-semester break
M, Oct 22: Conclusion of the transportation problem.
Homework 7 due.
W, Oct 24: Introduction to critical path method - read first half of §5.3.
F, Oct 26: No class – presidential installation.
M, Oct 29: The critical path method continued.
W, Oct 31: Review.
R, Nov 1: Review.
F, Nov 2: Test 2
M, Nov 5: Other CPM models continued.
Homework 8 due.
W, Nov 7: Introduction to integer programming. Read §8.1, §8.6, pages 422-429.
Also pages 415-420 and Example 8.5.2.
F, Nov 9: The knapsack problem. Read §8.2
M, Nov 12: The knapsack problem concluded.
Homework 9 due.
W, Nov 14: Integer programming models. Read §8.6.
R, Nov 15: Integer programming examples.
F, Nov 16: Integer programming models.
M, Nov 19: Integer programming models. Read §8.6.
Homework 10 due.
R, Nov 22: Happy Thanksgiving!
F, Nov 21:
M, Nov 26: Traveling salesman problem. Read beginning of §8.7.
W, Nov 28: Review
F, Nov 30: Test 3
M, Dec 3: The traveling salesman problem. Read §8.7.
Homework 11 due.
W, Dec 5: The traveling salesman problem continued.
R, Dec 6: Review.
F, Dec 7: Probably review.
Dec 10-16: Final exam TBA