Queenie's office hour is changed from Fri 12-2pm to Thu 5-7pm permanently. The temporary location is Terman 332. Online "office" hour on Thu 7-9pm is cancelled permanently. For a list of updated online "office hour" please see the General Information Page.(Posted 2/25/2008)
Yinyu's additional office hours: 11-12:30 of 2/15, 1-3 of 2/17, 10-11:30 of 2/18. (Posted 2/15/2008)
Midterm Review file is in the Handout page. (Posted 2/14/2008)
Q3 parts c, d in HW 2 are considered as extra credit. (Posted 2/1/2008)
Unless otherwise specified, HWs are due at 5pm on the due date. Please put it in the 311 HW in box facing Prof Ye's office at Terman 316. (Posted 1/25/2008)
An email on how to prepare your homework/midterm/final has been sent to your email account. (Posted 1/18/2008)
Course reserves in Math & CS Library and Terman Engr Library--1 copy of Interior Point Analysis and 2 copies of Linear and Nonlinear Programming. (Posted 1/16/2008)
There will be no lecture Monday January 21 (Holiday); we will have a regular lecture Friday January 25.(Posted 1/16/2008)
Welcome to MS&E 311, 2008!
This course emphasizes classical theories, efficient algorithms and recent progresses in
Linear and Nonlinear Optimization---one of the central mathematical decision models in Management Science
and Operations Research.
MS&E 311 is a continuation course of MS&E211. Although there are some minor overlaps with MS&E 211,
MS&E 311 covers more advanced application models, in-depth optimization theories, and state of the art algorithms
which were not able to be covered by MS&E211.
Optimization often goes by the name Mathematical
Programming (MP). 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. Mathematical Programming is one of the
central quantitative decision models in Management Science and Operations
Research. Highlights of this year's applications are Information Aggregation,
Economic Equilibrium, Parimutual Auction, Core of Game, Financial Decision and Risk Management, Data Mining and
Clustering, which you would learn during the process of the course.
