AEM 412
Computational Methods for
Management and Economics
Lectures: Tuesday and Thursday - 11:40 - 12:55, Location: WN 245
Lecturer: Prof. Gomes
Office: 448 Warren Hall
Phone: 255-1679 or 255-9189
Email: cpg5@cornell.edu or gomes@cs.cornell.edu
Office Hours: Monday and Wednesday: 3:00p.m – 4:00 p.m.
TA: Vivian Hoffmann (veh4@cornell.edu)
Office Hours: Tuesday 1:30 – 2:30 p.m. in Warren 360
Wednesday 1:30 – 2:30 p.m. in Warren 201
Administrative Assistant: Dawn Vail (dmv9@cornell.edu)
147 Warren Hall, 254-6761
Web Site: http://courseinfo.cit.cornell.edu/courses/AEM412/index.html or
http://www.cs.cornell.edu/gomes/412/aem412.htm
If you have trouble accessing this link directly, go to
http://courseinfo.cit.cornell.edu/, click on course catalogue, and scroll down to
AEM 412.
Course Description
Optimization is pervasive in business and economics and almost all aspects of
human endeavor, including science and engineering. Mathematical Programming
(MP) provides optimization techniques and tools for such a broad range of
disciplines. We will focus on Linear Programming, Network Models and one or
two special topics (e.g., Dynamic Programming, Integer Programming, Heuristic
Techniques, and Computational Complexity). Applications from business,
economics, and other fields are used to illustrate the methods covered in the
course.
Course Syllabus
–Linear Programming
– Introduction
– Simplex/Revised Simplex
– Duality and Sensitivity Analysis
– Other LP Algorithms
–Network Models
–Transportation Problems
–Assignment Problems
–Network Optimization Models
–Special Topics(*)
–Integer Programming
–Dynamic Programming
–Heuristic techniques
Simulated Annealing
Genetic Algorithms
Tabu Search
Neural Networks
–Computational complexity
(*) time permitting
Required Textbook
Introduction to Operations Research by Frederick S. Hillier and Gerald. J.
Lieberman, 7th Edition
Optional Textbooks:
Operations Research Applications and Algorithms by
Wayne L. Winston, 3rd Edition (on reserve – Mann Library)
Introduction to Mathematical Programming by Wayne L. Winston and
Munirpallam Venkataramanan, 4th Edition
Linear Programming by Vasek Chvatal (Paperback - September 1983)
Office Hours
Scheduled office hours:
Prof. Gomes:
Monday and Wednesday: 3:00 – 4:00 p.m.
By appointment:
I prefer to meet during my scheduled office hours. However, if you need to meet
me at a different time please schedule an appointment by email.
TA:
Tuesday 1:30 – 2:30 p.m. in Warren 360
Wednesday 1:30 – 2:30 p.m. in Warren 201
Class Meetings
Students are expected to attend the lectures. Understanding something on your
own often takes you much more time than attending the class. Participation in the
class discussions and exercises will be factored into your grade.
Concerns
It is very important that you let me know your concerns about any aspect of the
class as soon as they arise. Please send me an email, call me, or talk to me in
person (e.g., after class, or during my office hours).
Homework
Homework is very important. It is the best way for you to learn the material. Your
lowest homework grade will be dropped before the final grade is computed. You
are encouraged to discuss the problems with your classmates, but all work
handed in should be original, written by you in your own words. Any violation
of this will be treated as a breach of academic integrity. No late homework will
be accepted
Exams
Midterm - TBA
Final - Friday December 12th, 3:00-5:30.
Grades
Midterm
(15%)
Homework
(35%)
Participation
(5%)
Final
(45%)
Students are allowed and encouraged to discuss the material and the class
assignments with each other. Students enrolled in this class should feel like
members of a team that is working towards the same goal and collaborate
rather than compete.
Academic Integrity
There is a thin line between cooperation and collaboration, allowed and
stimulated in this class, and plagiarism. When you turn in your work, you are
signing it with your name. This certifies that you are the author of the submitted
work and I assume that it is an expression of your original ideas. Even if you
have discussed your work with others, you should not have copied it or let others
copy your work.
Students with Disabilities
If you have a disability that requires special testing accommodations or other
classroom modifications, please notify me by no later than the second week of
classes.
Graduate Project
TBA
Web Links
http://www.cs.cornell.edu/gomes/412/wwwLinks.htm