Applied Math 121. Introduction to Optimization: Models and Methods

Important News


Applied Mathematics 121 is an exciting course into the mathematical ideas and computational methods for solving deterministic and stochastic optimization problems. This course will be offered in Spring 2011, meeting on Mondays and Wednesdays at 1-2:30pm, Pierce Hall 307.

Optimization is the problem of making decisions to maximize or minimize an objective in the presence of complicating constraints. The class will take you on a journey through the theory, methods, and application of linear programming, integer programming, Markov chains, and Markov decision processes. You will learn the methods, understand them, practice them, and apply them to problems in business, society, engineering, sports, e-commerce, and medicine. Optimization can bring efficiency throughout society and wherever resources are constrained. Optimization is also used in the design and analysis of engineered systems of all kinds. Linear programming and the beautiful simplex method is at the heart of the class and is the engine for solving optimization problems on a massive scale.

We emphasize modeling, the process of taking a real world problem and transforming it into a formulation that can then be solved by the methods we have developed. Our approach is hands-on and our attitude is can-do: we will examine problems that arise in the world, formulate them into models, and solve them. Interactive team exercises will form part of the class. We will have help from computers, and learn how to use their powers to solve these difficult problems.

We hope students walk out of this class feeling empowered like never before. For now, we have created a should I take this class? section on the course site and posted a draft of our syllabus, complemented by a week-to-week schedule of the class.

Please let us know whether you are considering taking this class by voting in the poll. Please email any question or comments to