ECE-S 811 – Optimization Methods in Engineering Design,
Winter AY2015-2016

Lecture Time and Location

Wednesday, 6:00-8:50PM. Pearlstein 308.


Prof. John MacLaren Walsh. Office: Bossone 203. Telephone: (215) 895-2360. Email:
Office Hours: Thursday 9:00AM-10:00AM. Other times available by email appointment.

Reference Texts

Allof these texts are worth purchasing, in my opinion. If you want a reference, but you must select only one, the last one is the most important one to have. I will post lecture notes and homeworks online which you can work from, but these texts will be extremely handy for any supplemental reading you wish to do.

Course Website

This course has a website: You will need to check it periodically throughout the semester for information concerning reading assignments, homework assignments, exam information, and projects.

Course Description

This course covers some important results in the theory of mathematical programming and demonstrates them with some engineering applications. Relevant material includes the structure of polyhedra and convex sets, the simplex method, convex functions, convex and affine hulls, the KKT conditions, the Fritz John conditions, duality, and geometric multipliers. While a few of the numerical methods will be discussed, students wishing to become more familiar with numerical methods and optimization software packages are encouraged to also take OPR 992 Applied Mathematical Programming.

Grading Policy

There will be weekly graded homework assignments, a midterm, a final project, and a cumulative final exam. These will count towards the final grade as follows: homework (20%), final project (25%), midterm exam (25%), final exam (30%). If you wish to dispute the grading of a homework/project/exam, you must attach to the homework/project/exam2 a piece of paper outlining your complaint and return it to the instructor within 2 business days after the homework/project/exam is returned. Any disputation of grading which does not follow these guidelines will not be accepted, and may lead to a reduction in your grade.

Rough Outline of Course Content

Lecture Notes & Tentative Course Schedule


Exercises (Selected Previous Year’s Assignments & Solutions)