IEOR 3608 Introduction to mathematical programming

Class: Tuesday & Thursday, 9:10-10:25, 833 Mudd

Recitations:

Thursday 7-8 pm, 825 Mudd (Cecilia)

Friday 1-2 pm, 633 Mudd (Matthieu)

Office hours Tuesday, 4:30-5:30, 308 Mudd

TA's

Matthieu Plumettaz, mp2761@columbia.edu, office hours Fri 10-11am, 325 Mudd

Cecilia Zenteno, acz2103@columbia.edu, office hours Mon 1-2pm, 307 Mudd

Graders

Andrew Lo, al2507@columbia.edu

Yuan Yuan (Kimberly) Tong yt2268@columbia.edu

Course description

This course is an introduction to mathematical programming models and computational techniques. We will cover the following areas: linear programming and the simplex method, dynamic programming, implicit enumeration for integer programs; production planning applications.

Prerequisites: Linear Algebra

Corequisites: Data Structures

Grade

The final grade consists of the following components: weekly homework assignments 20%, first midterm 20%, second midterm 20%, final exam 40%. Late HW policy: -10% of the grade for each late day

Book

Wayne Winston, Munirpallam Venkataramanan, Introduction to Mathematical Programming, 4th edition required

IEOR Junior Colloquium

As part of the class, the department will host a special series of mandatory evening programs.

October 1, 6-8 pm

October 22, 6-8 pm

December 10, 6-8 pm

These will be held in Carleton Cafeteria, and attendance will be taken.