For Next Class Meeting ...

During the next class meeting we'll be demonstrating numerical solution to our toy linear programming example using two tools. In preparation, please

1. Carefully look over Chapter 1 of the Gueret notes distributed today. That should help you assimilate many of the details we'll be going over in class.
2. Please download and test the Xpress-IVE package. The web address is for this package is in my earlier post on "Textbooks and Software." You'll want to be sure you have a working version in order keep up with the class exercises and homework.

Additional Resources

I got a few questions regarding other texts relevant to the themes of this course. Let me mention a few nascent 'classics' frequently cited in the research literature. Optimization and Operations Research are long-standing research fields, with a corresponding rich literature. So this is a mere sampling biased towards those sources I've found especially helpful:

Texts & Monographs

• Boyd, Stephen, and Lieven Vandenberghe. Convex Optimization. Cambridge University Press, 2004. This book, written by leading experts in the field, describes the wide range of engineering applications amenable to computationally tractable convex optimization. By arrangement with the publisher, the book is also available for download from the author's web page.
  
• Nocedal, Jorge, and Stephen Wright. Numerical Optimization. Springer, 2000.
  
• Fletcher, R. Practical Methods of Optimization, 2nd Edition. John Wiley & Sons, New York, 2000. This is a modestly revised version of a book first published in 1987. The book offers a survey of unconstrained and constrained optimization, emphasizing basic theory, concepts, and the mathematical principles underlying solver implementations. It is superbly written that is a pleasure to read.
  
• Gill, P. E., and W. Murray. Practical Optimization. Academic Press, 1981. This superbly written book provides an excellent introduction to optimization methods circa early 1980's. Since it predates the profound contributions from interior point techniques, and convex optimization, the material is now somewhat dated. But that doesn't diminish the quality of its exposition on important topics in optimization.
  
• Bertsekas, Dimitri. Nonlinear Programming. Athena Press, 1999. Though mathematically more rigorous then Fletcher, or Gill, this superbly written book is an excellent reference for understanding how nonlinear solvers actually work.
  

Algebraic Modeling Languages

• AMPL: Fourer, Robert, David M. Gay, and Brian W. Kernighan. AMPL: A Modeling Language for Mathematical Programming, 2nd Edition. Brooks/Cole - Thomson, Pacific Grove, CA, 2003. This is definitive guide to AMPL, a widely used modeling language. More information, including downloads of a student edition of the AMPL system, is available from the web site http://www.ampl.com.
• MathProg/GLPK: MathProg is closely related to an earlier version of AMPL, and closely integrated with the open source system GLPK for linear programming. The software system and documentation are available for download from the project website.
• CVX: CVX is a new, and somewhat experimental modeling language for "Disciplined Convex Programming" based in Matlab. It effectively incorporates a modeling language into Matlab. The software and documentation are available for download from the authors website. This is not for the faint of heart.
  

Web Sites

• The e-optimization community (http://www.e-optimization.com/) is hosted by INFORMS -- the Institute for Operations Research and Management. This web site offers a comprehensive overview of resources for optimization.
• OR-Notes - a collection of notes on various introductory topics in operations research.
• Optimization for Engineering Systems -- An on-line textbook by Ralph Pike.
  

Textbooks and Software

As I mentioned in class today, we'll be using several texts and a few keys pieces of software throughout the course. Here are some pointers on where to obtain these items.

Readings:

• Edgar, T. F., D. M. Himmelblau, and L. S. Lasdon. Optimization of Chemical Processes, 2nd Edition. McGraw-Hill, New York, 2001. This is available in paperback at Amazon or Half.com. You'll find various editions, the one we are using is the most recent Second Edition.
  
• Gueret, C., C. Prins, M. Sevaux (translated and revised by S. Heipcke). Applications of Optimization with Xpress-MP Published by Dash Optimization (http://www.dashoptimization.com), 2002. This is available on-line for free download as a pdf file, or for purchase at Amazon.

Software: A reasonably up to date Windows XP laptop is sufficient to run all of the software that will be used in this course.

• Matlab & Simulink Student Version, Release 14 with Service Pack 3. It is normally in-stock at the University bookstore or available for order from the Mathworks or AcademicSuperstore for $99. This release of the student version is much improved from earlier releases, having removed constraints on the size of the matrix calculations, and allowing operation without the CD in the drive. The student version includes symbolic calculation based on Maple, Simulink, and excellent printed guides to Matlab.
  
• Xpress-IVE and the Mosel Modeling Language, Student Edition is available on-line at no cost for student use from Dash Optimization (http://www.dashoptimization.com). You will need to register to receive information needed to install and run the software. Note that this software is available only for a Windows platform.