Computer Science Course Information

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Optimization

Course No. CIS 786

Sections 101

Title Optimization

Course Website http://web.njit.edu/~calvin/CIS786.html

Prerequisite(s) Introduction to probability (Math 333 or equivalent) and introduction
to algorithms (CIS 435 or equivalent).

Instructor James Calvin
Office Room No. : GITC 4311
Office Phone : 973-596-3378
Fax : 973-596-5777
Email : calvin@njit.edu
Website: http://web.njit.edu/~calvin
Lab : -

Instructor Office Hours

Description None

Topics Tentative Course Outline
1. Linear programming; formulation and examples; simplex method; duality.

2. Integer programming; applications, heuristic methods.

3. Stochastic dynamic programming; Markov decision processes; optimal routing.

4. Global optimization, randomized algorithms; simulated annealing; evolutionary al gorithms.

5. Methods based on stochastic models; average-case analysis.

6. Optimization with noise-corrupted function evaluations.

7. Simulation-based optimization.

Text Book(s) Sections of the course will be based on chapters of Introduction to
Algorithms (Second Edition) by Cormen, Leiserson, Rivest, and Stein; MIT Press
and McGraw Hill, ISBN: 0262032937. Other parts will rely on class handouts. If
you do not have the book, you do not need to buy it.

Time & Place Tuesday 6:00 PM - 9:05 PM, Culm Lect # 2

Other Info Grading:
There will be biweekly problem sets which count for %100 of the grade.
Optionally, a project can substitute for the last two problem sets. The purpose of
the project is to propose and analyze an algorithm or investigate an optimization
problem that arises in a eld of interest to the student.

Academic Honesty: It is every student's responsibility to understand and adhere to the provisions of the academic honor code.
Students will be consulted regarding any changes to the syllabus.

Registrar's Website

Course No.	CIS 786
Sections	101
Title	Optimization
Course Website	http://web.njit.edu/~calvin/CIS786.html
Prerequisite(s)	Introduction to probability (Math 333 or equivalent) and introduction to algorithms (CIS 435 or equivalent).
Instructor	James Calvin Office Room No. : GITC 4311 Office Phone : 973-596-3378 Fax : 973-596-5777 Email : calvin@njit.edu Website: http://web.njit.edu/~calvin Lab : -
Instructor Office Hours
Description	None
Topics	Tentative Course Outline 1. Linear programming; formulation and examples; simplex method; duality. 2. Integer programming; applications, heuristic methods. 3. Stochastic dynamic programming; Markov decision processes; optimal routing. 4. Global optimization, randomized algorithms; simulated annealing; evolutionary al gorithms. 5. Methods based on stochastic models; average-case analysis. 6. Optimization with noise-corrupted function evaluations. 7. Simulation-based optimization.
Text Book(s)	Sections of the course will be based on chapters of Introduction to Algorithms (Second Edition) by Cormen, Leiserson, Rivest, and Stein; MIT Press and McGraw Hill, ISBN: 0262032937. Other parts will rely on class handouts. If you do not have the book, you do not need to buy it.
Time & Place	Tuesday 6:00 PM - 9:05 PM, Culm Lect # 2
Other Info	Grading: There will be biweekly problem sets which count for %100 of the grade. Optionally, a project can substitute for the last two problem sets. The purpose of the project is to propose and analyze an algorithm or investigate an optimization problem that arises in a eld of interest to the student. Academic Honesty: It is every student's responsibility to understand and adhere to the provisions of the academic honor code. Students will be consulted regarding any changes to the syllabus.