OPTIMIZATION MODELING AND ALGORITHMS

CHE 06-462, Spring 2016

SYLLABUS
LECTURES

TR 1:30-2:50 (DH 1112)

INSTRUCTOR (Chrysanthos Gounaris)

Email: gounaris@cmu.edu
Office Hours (3107): Every Monday 6-8pm (other times possible, but please email first)
Two extra sessions on W 2/3 and W 2/24 (6-8pm)

TEACHING ASSISTANT (Akang Wang)

Email: akangw@andrew.cmu.edu
Office Hours (3122): Every Thursday 6-8pm

SOFTWARE ASSISTANCE
Chris Hanselman (chanselm@andrew.cmu.edu)
Marissa Engle (mengle@andrew.cmu.edu)
For installation assistance only: Mr. Justin Dawber and rest of IT team (A225 and computer lab)

COURSE GOALS
The main goal of this course is to help students acquire basic mastery in Optimization, a field of
applied mathematics that provides a systematic approach to problems involving decision-making,
such as problems addressed in 06-421 and 06-463. This course covers basic notions, applications,
model development, algorithms, and commercial software. Upon successful completion of this
course, a student should be able to (a) formulate optimization problems, (b) use Optimization as a
tool in engineering design, (c) understand the strengths and weaknesses of various optimization
algorithms, and (d) use GAMS to solve optimization problems and interpret their solutions.

REQUIRED TEXT (available freely online)

GAMS A Users Guide, GAMS Development Corporation, 2015

REFERENCE TEXTS

Rardin, R.L., Optimization in Operations Research, Prentice Hall, 1998

Williams H.P, Model Building in Mathematical Programming, Wiley, 1999
Jeroslow R.G., Logic-Based Decision Support: Mixed Integer Model Formulation, NorthHolland, 1989
Biegler, L.T., Grossmann I.E., and Westerberg A.W., Systematic Methods of Chemical
Process Design, Prentice Hall, 1997
Biegler, L.T., Nonlinear Programming: Concepts, Algorithms, and Applications to
Chemical Processes, MOS-SIAM Series on Optimization, 2010
Floudas, C. A., Nonlinear and Mixed-Integer Optimization, Oxford University Press, 1995

COURSE BLACKBOARD PAGE

The course Blackboard Web page will be utilized during the course for class-wide announcements.

STUDENT EFFORT
You should be prepared to spend three to four study-hours per lecture-hour. Note that a 6-unit
mini requires half the total effort expected for a 12-unit course. In other words, an effort intensity
commensurate with a 12-unit course is expected to be applied over half a semester.

GRADING
Each of the three homework sets, the midterm exam and the final exam will count for 20 points. A
students final grade will then be determined according to the following scale.
Points
Grade

90 75 60 50 49
A
B
C
D
R

Homework
There will be a total of 3 homework sets. All should be turned in on paper, directly to the instructor,
and according to the instructions listed on the homework statement. Late homework is accepted for
50% of the grade, irrespectively of the reason for being late, and as long as it is within 48 hours of
the submission deadline. Reference homework solutions will be posted, while student solutions will
be graded and returned in due time. Discussions of homework sets between students are encouraged.
However, these discussions should be restricted around solution methodologies, and no specific
homework answers should be communicated. Detailed solutions should be worked out and
submitted individually.
Midterm and Final exam
Two exams will take place on Thursday 2/4 and Thursday 2/25 during class time (detailed
instructions will be provided in due time). Unfortunately, there can be no make-up exam. The exams
will be closed notes and books. You are only allowed to bring 1 US-Letter size sheet of paper on
which you may have synopsized whatever lecture material you think will be useful to have with you
as a reference (formulae, etc.). Each student should have prepared its own sheet. Sharing notes or
any other material during the exam is strictly prohibited. The use of laptops, cell phones,
smartphones, pocket calculators, or any other electronic gadgets will not be allowed during the
exam. Please make sure you have put all those away in your bags before an exam starts.

ATTENDANCE
Attendance will not be monitored. However, you are strongly advised to be present (and participate
actively) in all lectures. Note that bonus points are routinely awarded during lectures.cant get
bonus points if you are not there! Attending the two in-class exams is mandatory.