Applied Mathematics/Engineering Sciences 121 is a journey into the mathematical ideas and computational methods for solving deterministic and stochastic optimization problems. This course is offered in Fall 2014. Lectures will meet on Mondays and Wednesdays, 10:00am-11:30am at Maxwell Dworkin G125.
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. Before deciding whether or not to take AM/ES 121, please read the About AM/ES 121 page and the current version of the syllabus. The schedule of the class will give you a sense of some of the important topics and dates.
Please email any questions or comments to the Professors, Yiling Chen (yiling [AT] seas.harvard.edu) and David Parkes (parkes [AT] eecs.harvard.edu).
Note: Undergraduate engineering students, and particularly S.B. concentrators, should enroll in the Engineering Sciences course number. This will ensure the course counts as an engineering elective toward concentration requirements. Requirement questions should be directed toward an engineering Assistant Director of Undergraduate Studies.