OR705 Syllabus

OR 705: Syllabus

Instructor

Professor S.-C. Fang (fang@ncsu.edu)

  • Office
    4341 Fitts-Woolard Hall
    919.515.2192
  • Office Hours
    Rule 3: Office hours will be held through Google Meet.

Teaching Assistant

TBA

Prerequisite

  1. Linear Programming (ISE/MA/OR 505 Equivalent)
  2. Programming using CPlex, Gurobi, CVX, SeDuMi on MATLAB or equivalent

Course Objectives

This course intends to introduce the basic concepts and solution methods for solving linear programming problems with a large number of variables and/or constraints. Simplex, interior-point, and unconstrained approaches to linear programming will be studied. Extensions of linear programming to semidefinite programming and second-order cone programming techniques will also be covered.

Course Syllabus

  1. Introduction
    • Simplex Approach
    • Interior Point Approach
  2. Column Generation Method
    • Cutting Plane Method
  3. Decomposition Principle
    • Dantzig-Wolfe Decomposition
    • Benders Decomposition
  4. Semi-infinite Linear Programming
    • Discretization Method
    • Cutting Plane Method
  5. Linear Conic Programming
    • Second-order Cone Programming
    • Semi-definite Programming
  6. Matrix Manipulation
    • Factorization
    • Sparsity

Grades

  • Homework – 25%
  • Project – 25%
  • Exam – 50%

Evaluation Standard

  • A – 88 and above
  • B – 75 to 87
  • C – 60 to 74
  • Fail – under 60

Homework

  • Rule 1: No late homework without the instructor’s pre-approval.
  • Rule 2: Turn in your homework through email to fang@ncsu.edu.
  • Weekly or biweekly

Exam

  • Rule 3: No make-up exam without instructor’s pre-approval or an official “doctor’s note”.
  • Comprehensive, take-home.

Project

End-of-semester report and presentation.

End-of-Semester Class Evaluation

Online class evaluations will be available for students to complete during the last two weeks of class. Students will receive an email message directing them to a website where they can log in using their Unity ID and complete evaluations. All evaluations are confidential; instructors will never know how any one student responded to any question, and students will never know the ratings for any particular instructors.

Evaluation Website: https://classeval.ncsu.edu

Student help desk: classeval@ncsu.edu

More information about ClassEval: http://www2.acs.ncsu.edu/UPA/classeval/index.htm

Academic Integrity

A student is expected to know what constitutes academic misconduct found in the Code of Student Conduct Policy ( POL11.35.1) , and to take responsibility for his/her actions. A student who is unsure whether an action constitutes an offense, or who needs help in learning how to avoid offenses (e.g., plagiarism, cheating) or about “rules” for group work/collaboration should seek guidance from the course instructor.

Students with Disabilities

North Carolina State University retains authority, through the Disability Services Office (located in Student Health Services Building, Suite 2221), in determining appropriate accommodations after giving consideration to the preferences of the student, the documentation provided, and institutional expertise in working with students with disabilities. If you require academic accommodations to lessen the impact of your disability, please register with the Disability Services Office at the beginning of each academic term.