Foundations of Optimization (IEOR E3608), Fall 2021

Instructor: Eric Balkanski

Email: eb3224@columbia.edu

Teaching Assistant: Tingting Ou

Email: to2372@columbia.edu

Lectures: Mondays and Wednesdays 11:40am-12:55pm in 402 Chandler

Recitations: Fridays 4:30pm to 5:30pm on Zoom (link available on courseworks)

Office hours:

• Eric: Mondays 1pm to 2pm in 429 Mudd

• Tingting: TBD

• CAs: TBD

Course overview. This class is an introduction to the fundamental methods in Optimization.

Topics covered will include linear programming, network flows and dynamic programming. We will
discuss both the underlying theory as well as the applications for all these fundamental topics. A
special emphasis will be on learning how to model real-world problems as an optimization problem
in one of these frameworks.
Students will learn modeling skills, and develop the ability to build, analyze, and reason logically
with models. They will also learn to design and analyze algorithms, and to distinguish good
algorithms from not-so good ones.

Required textbook. Wayne L. Winston, Munirpallam Venkataramanan. Introduction to Math-

ematical Programming. Vol. 1. Thomson/Brooks/Cole, 2003, ISBN: 9780534359645.

Prerequisites and corequisites. Prerequisites: MATH UN2010. Corequisites: COMS W3134,

COMS W3137.

Programming languages. Python. No previous experience required.

Assignments. There will be between 7 and 9 assignments. You are encouraged to work in groups
on the assignments. However, each person should write-up and code their answers individually. You
are required to clearly indicate on the first page of your assignments who you worked with.
Exams. The course will have one midterm and a final exam. The midterm will be held during a
scheduled class time (date TBD). The date for the final will be determined by the Registrar.

Grading. 30% assignments, 30% midterm, 40% final.

Accomodations. In order to receive disability-related academic accommodations for this course,

students must first be registered with their school Disability Services (DS) office. Detailed informa-
tion is available online for both the Columbia1 and Barnard2 registration processes. Refer to the
appropriate website for information regarding deadlines, disability documentation requirements,
and drop-in hours (Columbia3 )/intake session (Barnard4 ).
For this course, students registered with the Columbia DS office can refer to the “Courses that
do not require professor signature” section of the DS Testing Accommodations5 page for more
information about accessing their accommodations.

1
https://health.columbia.edu/services/register-disability-services
2
https://urldefense.proofpoint.com/v2/url?u=https-3A__barnard.edu_disabilityservices_students&d=
DwMFaQ&c=G2MiLlal7SXE3PeSnG8W6_JBU6FcdVjSsBSbw6gcR0U&r=QSRVDnH6TAV1o3lGfIufEbSiTPcVA73HarkXS4bEfPc&
m=dQTRRHAhWOv8Xyr-XjyHZ3S8TGiC4gqd35oRpo2qjZk&s=emPuoP2xIT88icKW7KY4nz-aUHC5gBCNfHNDoYtopqc&e=
3
https://health.columbia.edu/news/disability-services-supports-students-virtually
4
https://urldefense.proofpoint.com/v2/url?u=https-3A__barnard.edu_disabilityservices_people&d=
DwMFaQ&c=G2MiLlal7SXE3PeSnG8W6_JBU6FcdVjSsBSbw6gcR0U&r=QSRVDnH6TAV1o3lGfIufEbSiTPcVA73HarkXS4bEfPc&
m=dQTRRHAhWOv8Xyr-XjyHZ3S8TGiC4gqd35oRpo2qjZk&s=Ild3OjLdMZd4a1mPktp8M6seVvroZBz11LQmvuCXcE4&e=
5
https://health.columbia.edu/services/testing-accommodations