BAD 74018 Fall 2009 Troutt
74018 MATHEMATICAL PROGRAMMING
Prof. Marvin D. Troutt, PhD
Fall 2009
INSTRUCTOR: Professor Marvin D. Troutt
OFFICE: A426 BSA
PHONE: 330-672-1145, 330-672-0487 (Home)
E-MAIL: mtroutt@kent.edu
CLASS: Meeting times and place TBA
OFFICE HOURS: TBA and by appointment
COURSE STYLE: Seminar style, Student Presentations and Term Paper.
TEXTS: Lectures and readings will be based on several texts, web resources, and other library materials. However will use the following as our main required book:
Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics
By Xin-She Yang, Cambridge International Science Publishing
US Agents: Enfield Publishing & Distribution Company
IBSN 978-1-904602-82-8
A few elementary and review topics will be drawn from a textbook such as: Ragsdale, Cliff T. Spreadsheet Modeling & Decision Analysis, 5th Ed. Revised. Thomson Southwestern, Mason, OH, USA 2008. Subtitle: A Practical Introduction to Management Science. ISBN 0-324-65663-7. However that book will not be required.
COURSE OJECTIVES AND EXPECTATIONS
We want to shore up some basics, move into solvers and take up the topics found below in the Calendar.
GENERAL CALENDAR
Week Topics
1 Linear Programming (LP) formulations and applications, Spreadsheet Solvers, Lingo
2 Nonlinear Programming and Spreadsheet Solvers, macros and VBA, Data Envelopment Analysis (DEA) as an application case.
3 Planning for the course term paper
4 Math background topics, Taylor’s series, matrices, Newton Methods
5 Classical unconstrained algorithms
6 Constrained optimization algorithms, cutting-plane methods
7 Case Study on the Management Science paper on Behavioral Estimation. This uses the Excel solver and the cutting-plane logic. It also covers an important application of math programming to production planning.
8 Work on the Course Term paper
9 Genetic and Evolutionary algorithms
10 Case Study of genetic algorithm (GA) search applied to efficiency and The LPSI paper. This uses some LP basics and duality theory also.
11 Work on the Course Term paper
12 Other Metaheuristic methods, Tabu Search, Ant Colonies, Simulated Annealing
13 Work on the Course Term paper
14 Miscellaneous topics (Multi-criteria and Multi-objective problems, MCDM, Fixed Points
15 Work on the Course Term paper
COURSE POINTS: In class presentations - 100 points, Course Term Paper - 100 points, Total - 200 points.
Course Term Paper: This may be an individual or team project. Topics will be selected with instructor assistance. The goal of the project will be to write a paper that can be submitted at least to a conference within one semester after the end of course.
GRADING: A = Excellent, B = Average, C = Poor.
Topics from the course catalog description: Advanced techniques including interior-point methods in linear programming; branch-and-bound and cutting-plane methods; traveling salesman and knapsack models in integer programming.
Other Topics: We will also cover some review of basics and related mathematics. In addition contact with metaheuristics such as genetic algorithms.
Prerequisite: B AD 6/74003. Students in the course who do not have the proper prerequisite risk being deregistered from the class.
Pedagogy: Topic discussions, student presentations, and research term paper article on a related topic aimed at a level of development suitable for conference presentation in the following semester.
Selected References
Bowman, E.H. 1963. Consistency and Optimality in Managerial Decision Making.
Management Science 9 (January) 310-321.
Buxey, G. 1995. A managerial perspective on aggregate planning. International Journal
of Production Economics 41 127-133.
Troutt, M. D., Pang, W. K., and Hou, S. H. 2006. “Behavioral Estimation of Mathematical Programming Objective Function Coefficients”, Management Science 52(3), March, 422-434.
Troutt, M. D., Hou, S. H., Pang W. K. 2006. “Multiple Workshift Options in Aggregate Production Planning Models”. Journal of Industrial and Management Optimization (JIMO), Vol. 2, No. 4, November, 387 – 398.
Troutt, M.D., White, G.P., and Tadisina, S.K., "Maximal Flow Network Modelling of Production Bottleneck Problems", Journal of the Operational Research Society, Vol.52, 2001, 182-187.
Troutt, M.D., Ambrose, Paul and Chan, Chi-Kin, "Optimal Throughput for Multistage Input - Output Processes". International Journal of Operations and Production Management, Vol. 21(1), 2001, 148-158.
Anokhin, S., Troutt, M. D., Wincent, W., Brandyberry, A. A. 2009. Measuring Arbitrage Opportunities: A Minimum Performance Inefficiency Estimation Technique. To appear in Organizational Research Methods. (Accepted 13 April 2009.)
Troutt, M. D., Brandyberry, A. A., Sohn, C. and Tadisina, S. K. 2008. “Linear programming system identification: The general nonnegative parameters case”. European Journal of Operational Research 185(1), 63-75. (Accepted January 3, 2007 by Editor Jacques Teghem.)
Bhattacharyya, S. and Troutt, M.D. "Genetic Search Over Probability Spaces", European Journal of Operational Research, Volume 144, Issue 2, January 2003, 333-347. (Accepted July 11, 2001).
T. W. Leung, C.K. Chan and M. D. Troutt, “Application of a mixed simulated annealing- genetic algorithm heuristic for the two-dimensional orthogonal packing problem”, European Journal of Operational Research, Volume 145, Issue 3, 16 March 2003, 530-542 (accepted January 10, 2002).
Troutt, M.D., Gribbin, D.W., Shanker. M., and Zhang. A., "Cost Efficiency Benchmarking For Operational Units With Multiple Cost Drivers", Decision Sciences, Vol. 31(4), Fall 2000, 813-832. (accepted September 19, 2000)
The Following Policies Apply to All Students in this Course
A. Students attending the course who do not have the proper prerequisite risk being deregistered from the class.
B. Students have responsibility to ensure they are properly enrolled in classes. You are advised to review your official class schedule (using Web for Students) during the first two weeks of the semester to ensure you are properly enrolled in this class and section. Should you find an error in your class schedule, you have until [date will be provided by the Undergraduate Office in advance] to correct the error with your advising office. If registration errors are not corrected by this date and you continue to attend and participate in classes for which you are not officially enrolled, you are advised now that you will not receive a grade at the conclusion of the semester for any class in which you are not properly registered.
C. Academic honesty: Cheating means to misrepresent the source, nature, or other conditions of your academic work (e.g., tests, papers, projects, assignments) so as to get undeserved credit. The use of the intellectual property of others without giving them appropriate credit is a serious academic offense. It is the University's policy that cheating or plagiarism result in receiving a failing grade (0 points) for the work or course. Repeat offenses may result in dismissal from the University.
D. For Fall 2009 the course withdrawal deadline is Sunday following the 10th week of the semester. Withdrawal before the deadline results in a "W" on the official transcript; after the deadline a grade must be calculated and reported.
E. Students with disabilities: University policy 3342-3-18 requires that students with disabilities be provided reasonable accommodations to ensure their equal access to course content. If you have a documented disability and require accommodations, please contact the instructor at the beginning of the semester to make arrangements for necessary classroom adjustments. Please note, you must first verify your eligibility for these through the Student Accessibility Services (contact 330-672-3391 or visit http://www.registrars.kent.edu/disability/ for more information on registration procedures).
