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CS635: Spring 2006 CS635: Tools and Environments for Optimization Spring 2006 Schedule Lecture: 11:00-11:50 MWF, 1221 CS&S Mailing List: (here's the ) Course URL: Instructor: Office: 4379 CS&S Phone: 262-4838 Email: Office Hours: Wednesday 2:30-3:30, Thursday 4:00-5:00 Teaching Assistant: Kelly Sorensen Email: Office Hours: Tuesday 12:00-1:00, Friday morning Ms Sorensen will conduct office hours in the weeks in which she is grading the assignments, which will be most of the weeks early in the semester. Teaching Assistant: Arinbjorn Olafsson Email: Office Hours: TBA Mr Olafsson will conduct office hours in the weeks in which he is grading the assignments, which will be three weeks toward thd end of semester. General Course Information Many companies and research programs are integrating optimization technology into their day-to-day operations. Manipulating models and optimization software and applying general operations research methodology in various contexts is becoming an increasingly sought-after skill.

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This course is designed to teach students about 'optimization in practice'. The course involves learning about, using, and analysing the results of state-of-the-art optimization software. The student will learn how to design good models for realistic applications in engineering and the sciences. In a final class project, each student will develop a 'commercial strength' application of optimization technology.

Course Outline • Introduction: Development cycle, interacting with clients, presenting results. • Fundamentals: Basic model classes, linking them together and tricks to help solve them. • Modeling Language Concepts: Using GAMS to build practical models. • Data Management: Obtaining and manipulating data. • Validation: Analysis and visualizion of results. • Tools: Matlab, Spreadsheets, IDE, Embedded optimization • Other Environments: Callable libraries, automatic differentiation, web-based optimization.

Assessment • Approximately 12 Homework Assigments, approximately one per week, 75% of grade. • Most assignments will involve programming in GAMS.

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For further details on setting up your GAMS environment, see below. • Electronic submission required by 5:00pm on due date. • All homeworks will be handed in using the CSL handin program • Grades will be available through the system. Use the 'Grades' tab at the top of the page. • You may discuss the assignments with your classmates. However, you may not share any code, or write code together. Discussion should only involve verbal communication.

The written parts of the assignments need to be done entirely separately. Submitting someone else's work as your own is academic misconduct. Such cheating and plagiarism will be dealt with in accordance with University procedures (see the ) • Class Project, 25% of grade • Due May 11, 2006, at 5:00pm • By April 7, 2006, write a one-page outline of project and get it approved by the instructor. • By April 21, 2006, answer any questions of the instructor about your outline. • Implement an optimization model and describe the results in a form reasonable for the application.

• For each project I need a hard copy of a (short) project report. The report should make clear what you have done, and detail your contribution to the question at hand.

If you ran into significant problems with certain aspects of the project, you should detail what the changes you made were, and why they were necessary/time consuming. • Many projects will result in models or extra (electronic) information that may be useful when I assess the work. If so, all the relevant files should be assembled into a single compressed file called 'project.zip' or 'project.gz' and submitted using the standard homework handin program (-a 'project'). You can refer to these files within your project report. Spectrasonics omnisphere keygen. • An oral defense of the project may be required. • No midterm or final exam.